first try to check the documentation for the MbedStudio.
You need to have board recognized by the MbedStudio. This you will find in the “target” combobox where you must see your board name and USB logo, which indicate your board is connected.
For example with a Nucleo board when you press Play button you need to check Output window for progress and finish of a compilation . After compilation will be done you will see as last
Then in the botton right corner you will see a small progress icon and a buble message where you will be informed about
erasing chip and later
run program 0-100%.