I plugged the camera in (turned off) to my computer using the USB cord and Nikon Photo Transfer immediately opened up, but was not finding a source.
Then, I tried opening Nikon Photo Transfer first and then plugging in the camera. No dice.
I tried charging the camera for an hour before trying again.
When I plug the camera into the computer the on/off button turns on for a few seconds and then off, and then the charging light starts blinking.
Read more: Nikon P520 not connecting to photo transfer?