Not all HDR Light Studio connections support displaying the interactive render from your 3D software/renderer inside HDR Light Studio's interface. For example, Cinema 4D R19 does not support it, but some renderers with Cinema 4D R20 and higher do.
Please check the details for your 3D software and renderer in our documentation here.
But don't worry, there are many other valid workflows for using HDR Light Studio with your 3D software.