Just starting out with Android development; have a Nexus 5 bought in Japan, but with English version of android (presumably shouldn\'t matter). I installed Android Studio on
Have you installed drivers for the phone? http://developer.android.com/sdk/win-usb.html
It appears that the the sdk does not "install" the USB drivers. You can select that usb drivers in the sdk to see the file location, open that up, and right click to install the driver yourself.
If above doesn't work, @Abir Hasan appears to have another method in answers below.