Have owned Canon for the best part of 35 years. Currently with a 5D III ... still experimenting and trying to come to grips with this great camera. Was hoping to tether the camera using Adobe Lightroom Classic but was getting nowhere. So now playing with EOS Utility 3 and making some progress.
Welcome to the forum Elton, cool camera and may I suggest you click onto youtube and have a look at the videos there on using lightroom. There is a wealth of info there, this is where I learn most of my stuff on Photoshop, Light room is not much different.
Lightroom CC does not but LR Classic CC allows tethering. Are you using the creative cloud subscription? Version of classic matters based on which camera you have, minimum classic versions for 5d's are: EOS 5D Mark II v3.0, EOS 5D Mark III v4.2, EOS 5D Mark IV v6.8 Also apparently according to adobe's website * For the 60D, 5D Mark III, and 1D X, a card must be in the camera for tethering to work properly.