I've got the Lovense USB adapter and it works flawlessly, I don't have to change anything or start up Intiface in advance, for it to work.
If you don't have such a specific Brand Named USB dongle, just start up Intiface first before starting up the game. Oh and don't connect to your toy through Windows Bluetooth, that can cause issues. Just let Intiface take care of that.
Oh and in regards to Intiface, don't forget to click "Start Scanning" under the Devices tab. It should start looking for, and then finding, your toy(s)
PS: Lovense Connect is a bit hit-or-miss, in my personal experience