Please bring your computer outside. It needs to have an access to an open sky so that it can 'see' the satellites. Open up the MiniCDU program, plug in the device along with the cable, and press the Connect button. Check if the blue light is blinking on the device. In the software, you should be able to see some data in the blank fields. Take note of the Fix field under Fix Mode and observe whether you have 'Valid' or 'Invalid'. If it's still not getting a fix, press the Cold Start button and stand by for a couple of minutes or so.
Let me know how it goes.