In order to use the AVerMedia Live Gamer Portable (LGP) C875, you will first need to install drivers.
Go to the AVerMedia website > Downloads > Driver : https://www.avermedia.com/us/product-detail/C875
Then download the driver from the 15th of October 2015, version 3.7.x.39.
When the download is completed, a window will open. (or double click on the downloaded zip file).
Select the correct .exe file according to your operating system and select Extract To...option from the menu (may vary according to the Zip software installed on your computer).
Be careful to select a file containing "x64" if you have a 64-bit version of Windows and "x86" if you have Windows 32-bit.