When you connect your Ledger account directly on Polkadot-JS UI, you may see a small window after clicking "From Ledger" that looks like this:

This small window is optional. If it appears, select your Ledger device in the window and click "Connect" to proceed.

Some browsers don't show this small window and skip this step. In that case, your Ledger account should appear on the Accounts page immediately. You can find it under the "Hardware" type: