In order to read data from your device using the VX-6 Commander, you need to select a communication port. If you are using a USB cable, you can use the Auto-detect feature. This can be found under Transfer > Port > Auto-detect. Before you can use this, disconnect the cable from the device. You will be provided with instructions along the way. Make sure that you follow them.
To read data from the VX-6R device, open the Commander program and go to Transfer > Read from VX-6.