You can't simulate CDC or Mass storage class devices in Proteus. Proteus doesn't support it. Currently it only supports USB HID communication. So, test your code in hardware.
You have to install this driver. It is in Proteus installation folder.
VirtualUSBDriver.exe
Here it shows CDC simulated. I am not sure whether it is CDC or HID.
You can't simulate CDC or Mass storage class devices in Proteus. Proteus doesn't support it. Currently it only supports USB HID communication. So, test your code in hardware.