Hi rtrski,
Welcome to the forums! You have come to a friendly place where people try to help you.
I installed Nik products yesterday and I had the same problem as you, although I'm using the Mac Platform so I don't know if the solution required is the same. I too had LR create the TIFF copy, then nothing.
I manually created the preset the way Nik describes it on their web site, the same procedure that Dave quoted in this topic, above. I'll provide an excerpt here:
While Lightroom is still open, click Edit> Preferences OR Lightroom > Preferences.
Click on the "External Editing" tab at the top of preferences (see A.).
Midway down on the right click on the"Choose" button (see C.) and locate the Nik Software application file for your product . Typically it can be found at either, C:\Program Files\Google\Nik Collection\Viveza 2, OR Macintosh HD |Applications | Nik Collection | Viveza 2. For other products,replace Viveza 2 reference with the following below.
For Windows:
\Color Efex Pro 4\Color Efex Pro 4.exe, \Dfine 2\Dfine2.exe, \Sharpener Pro 3\SHP3OS.exe (Output Sharpener) or \SHP3RPS.exe (Raw Presharpener), Silver Efex Pro 2\Silver Efex Pro 2.exe.
Once located, select the program or application file as indicated above and click "Choose".
Set the file format to "TIFF", Color Space to sRGB (or the one of your choice), Bit Depth to 16-bit, Resolution to240, and Compress to None (see D.).
Under Preset click the drop down selector (see B.) and choose, "Save Current Settings as New Preset" from the list (see F.)
This resolved the issue for me.
Good luck!