Native USB cable connection is not yet supported.
But we will soon support it in Android (no specific date of availability yet).
For now you can try these alternatives:
1. USB tethering connection (if your tablet supports it)
2. Android Debug Bridge cable connection, which requires Android SDK.
Detailed instruction for USB tethering and Android Debug Bridge cable connection is available in the user manual.
Performance Tuning -> Network Bandwidth -> USB Tethering and Android Debug Bridge Cable chapter. https://forum.spacedesk.netuser-manual/