Using USB-C with LG 4k Ultrafine Monitor not working

I tried connecting USB-C port of Blue J4125+128SSD to my LG Ultrafine Monitor (24MD4KL), but nothing comes up in the display. Tried with both thunderbolt and USB-C cable (both cables came with the monitor and are for connecting devices to the monitor).

I overwrote the Windows10 with Ubuntu.

xrandr shows “Can’t open display”,
lsusb does show the Monitor, and I could hear audio when I play videos.

Do I need to do something in the BIOS setting? Even after removing Window10 I could see Windows Boot Manager in the BIOS, is it causing any issue?

I don’t have any HDMI monitor.