I spent a few hours trying to connect my new Lumia 920, Windows 8 to my laptop. I had Zune installed and working with the previous Lumia 900 (Windows 7) series phone. I was able to synchronize pictures, music and contacts. However, when connecting the new phone, Zune did not recognize it whatsoever. I tried uninstalling Zune, then reinstalling, but that did not work. Research with coworkers and online showed that the specific USB cable that came WITH THE PHONE must be used and also that Zune appears to be on the way out for synching purposes.
So, even though another phone connector will actually plug into both the phone and the laptop correctly, it will not synchronize. It may charge via the USB, but that is all. I was keeping the connector that came with the phone in my laptop carry bag as a backup. I had a spare connector from the previous phone. That was the culprit.
Once I used the proper connector, my phone was immediately recognized and there was a link to the Windows Phone App for the Desktop.