Sorry for replying to an old thread, but I think it fits in here really well.
So, I am also trying to program a 32U4, but it's 32U4-MU and I think it actually has no bootloader on it. I replaced it on an already existing PCB that is setup in a way that if you press a button and boot the circuit up, the micro goes into programming mode and is instantly visible as such in my operating system.
Since it doesn't behave this way with the new chip, I am pretty sure there is no bootloader on it.
I will need to flash the "ATMega32U4-usbdevice_dfu-1_0_0.hex" right?