I set the data transfer in developer option, but dont pop up this window.
Perhaps you have muted the notification or some such.
Dev options is not how you do it on the fly. It never has been.
That would destroy the different options on offer. Sometimes I want my phone to be browsable in Windows or Mac, that's a benefit of this being an option you make each and every time
On Usb connection the notification bar gives options: swipe down and choose data transferv
Do NOT blame the rom if you don't see this - it's on by default, it's Android built in.
Try it again and if you still don't see it change the notification settings you changed back or, I guess, format data and start again.
If you're not 101% what you're doing DO NOT do things to your phone. These are thousand dollar+ devices in some cases.
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I bought a drawer unit this weekend. The instructions, relatively simple as they are, beg you to read them before starting.
I would say this goes double for your thousand dollar devices. Hey, it's your own choice.