If you see the message “Please disconnect all but 1 screen from this device,” it means there is an external monitor connected to your main device that needs to be disconnected.
How to Disconnect
You can either physically unplug the cable connecting the monitor, or follow the steps for your operating system:
For Windows
Right-click on your desktop and select Display settings.
Scroll down to Multiple displays.
Select Disconnect this display or Show only on 1.
Click Apply.
You can now physically unplug the monitor if desired.
For Mac
Click the Apple menu and select System Settings (or System Preferences).
Go to Displays.
Select the external display.
Click Disconnect or Turn off display.
You can now physically unplug the monitor if desired.