You have to use a third-party plugin, e.g. Fujifilm Tether Plugin Pro. If you're using such a plugin and are having problems with it, you'll need to contact the plugin's developer directly -- Adobe doesn't support third-party plugins.
Adobe customer support often gives incorrect answers, unfortunately.
Lightroom supports tethering to select cameras from Canon, Nikon. Previously Leica was also supported. Other tethering solutions are provided by third-party plugins or the camera manufacturer themselves. You would need to contact your tethered-solution provider you were using previously.