Dear Analog MLambe,
In EVAL-AD5940ELCZ examples Wiki the following instructions make have a mistake:
Ensure jumper on JP10 and JP11 is on PIN2 and PIN4
Also, it's not clear how to connect "between RE0 and SE0" since P7 doesn't have a connector on board.
Found the solution based on EVAL-AD5940ELCZ schematics:
to use the USB connected probe with EVAL-AD5940ELCZ, JP9,JP10 and JP11 should be configured to position C - pins 5 and 6