From: Developer Mode for the Samsung Galaxy S4

Get to the phone’s settings by tapping ‘menu’ from the home screen and then tapping ‘settings’

• tap on ‘more’
• tap on ‘software information’
• tap on ‘About Device’
• find the build number, and tap it 7 times
• on the 7th tap, a prompt should appear alerting you that Developer Options has been unlocked

You may also wish to:

And after that you must accept the USB connection by tapping OK in the prompt on the device after you connect it.