Wilcom 2006 typically employs Aladdin HASP4 or Sentinel SuperPro dongles. These devices require a filter driver to sit between the hardware and the application. When the application starts, it sends a "call" to the dongle. If the driver cannot bridge this call, the software assumes the license is missing.
If you have a parallel port dongle, you cannot use it directly. Some users convert it using a USB-to-parallel adapter with chipset (e.g., based on CH340 or PL2305) – but success is rare. Many instead use a virtual USB dongle emulator (like HASP Emulator 2006/2007) – but that is legally gray. wilcom 2006 security device not found windows 10 link
If you possess the original physical dongle, the issue is likely the driver. Wilcom 2006 typically employs Aladdin HASP4 or Sentinel