Aha, I have fixed it. In the Keysight connection expert window there's a bit at the bottom for the screen for the selected instrument that shows installed IVI drivers, I had none but there's an [Update] button which took me to the web page where I could download and install the IVI driver.
Then I ran up Agilent DMM Connectivity Utility, right clicked on the '?' instrument, and then clicked on 'refresh' in the pop up window. Now I get what I expected - see picture - but I still have 'no record found' under 'Manage Data'
[EDIT] All I had to do was make a brief recording and the system then made a data log entry. Now when I click on 'Manage Data' all the saved logs are listed.
That file beanFlying linked to was the correct one and not the stupid Lantronix utility I kept getting even though the .exe was 'DMM_Connectivity_Utility_1.0.2.0.exe'