Yes, the GPUSB is the correct interface. You also must have an RJ12 cable that is wired pin 1 to pin 1. If you bought one from us, that should be good.
The motor movement is very subtle unless you are looking at a star. The easiest way to tell generally is to listen for a change in the motor sound.
Also, some mounts have a handcontroller menu setting that enables/disable the autoguide port, enables/disables declination correction, and sets the autoguide port slew rate. Make sure that if you have these settings that they are configured properly.
If the LED is changing, then you are assured that the USB connection to the GPUSB is working.