Hello,
This might help some of you. I was having the same issue, not being able to connect Rhino to Twinmotion. Even if both applications were open, the connections window said there were no available engines to connect. After searching online for hours I gave up since there’s no information, just to realize that I just had to go to Twinmotion and import my Rhino file through the DirectLink tab once the two programs were running.