I'm gonna piggyback on this thread here because I have a similar issue.
Computer info: Windows 10 64 bit, decent i7 processor, 8gb ram.
I'm using a Zoom H4N with an XLR mic and it's not wanting to show up in Pro Tools. It shows up and works perfectly in Audacity, plug and play, so I know it's not a problem with the interface. When I go into pro tools, all I see is the built in laptop microphones 1 and 2, which I have tested by speaking into the laptop keyboard area.
After I couldn't get that to work, I tried installing ASIO4ALL. When I switch from Windows audio to ASIO4All in Playback Engine, it just disables the ability to use the built in mics (greyed out in Setup->I/O) without giving me access to the zoom input.
In the ASIO4ALL system tray menu, the H4N is shown as "idle." I have no idea what to do other than record into Audacity and then drag the WAV clip to pro tools.
Link to screenshots