There are many formats for the signal that comes from the RC Rx (receiver) and goes to the F(light) C(ontroller).
Be aware that you must have a F(light) M(ode) S(witch) configured or you run into a minor bug where G(round) C(ontrol) S(tation) wizard works, but it does not show the sticks moving when it should. If you just do all the instructions and pretend they are moving, it will work. I don't think this is your issue.
Another newbie issue when using GCS transmitter wizard is that you must move only one stick at a time. If you accidentally move a stick in two directions at the same time, it may detect the wrong one, and later it asks you to wiggle the next stick and you wiggle a stick that it has already seen and is waiting for you to wiggle a different stick.
About the wires...
PWM is the standard old way where there was one servo per channel in your airplane. You must have a Rx->FC cable for every channel (transmitter stick) you use. That means at least 5 cables from Rx to FC. If you have more than one channel working, but not 4 or more, then you have a wiring problem. Maybe one is plugged in upside down, etc.
SBus, PPM, etc. (everything else) uses a single cable to send all the channels.
Finally, after the part of setup you have already done, you can go to the Configuration->Input page with flight battery installed so the Rx is powered (USB alone does not power it), and with USB plugged in and with the transmitter on and wiggle sticks and see the Receiver Activity (upper right corner). Make sure that it sees each channel (4 sticks and 1 switch).