Error while using a new devkit

Hello,
I received today the devkit. I’m following some tutorials on the “lab” but I have problems with that. Do I need to configure something pin-level (hardware) before I connect it? Or do I just plug in the shield and put it on power on?

If I connect the device to the PC, in device management I can see the com port with the name “JLink CDC UART Port”. I tried two different cables. It doesn’t even recognize in NRFConnect nor in SEGGER.
If I try to update the firmware:

EDIT: This error only appears when the RuuviShield (the white part) is inserted on devkit of Nordic.

EDIT2: Since I have a problem also in SEGGER, I tried to find the error and using the same command in this link, I obtain:

Hello,

You need the Nordic Power Profiler kit to measure the power profile using nRF Connect for desktop.