Do some debugging step wise

1. Confirm proper driver from the manufacturer or https://github.com/ARMmbed/DAPLink

2. Check if its appearing fine in device manager

3. Now if keil finds it, then select the DAPlink, if it does not work use openocd or pyocd

4. Check the connection wiring specific to DAPlink

5. Now confirm power on target via bluepill if the the board consumes more power then it may not work check the voltage otherwise use external power

6. Check if its resetiing

7. if it does not work try with alternative software, instead of keil use openocd or pyocd

8. check for conflicting software, if any other software keeping it busy

9. check stm32 boot pin settings as required for bootloader its necessary, on bluepill this is controlled via the boot0 tactile switch

10. there may be a usb port or cable issue too but generally its detected by the OS and warned to user