The latest update for Lightroom now has the ability for some Sony cameras to tether directly into Lightroom without the need for third-party software. I can tether with my Sony a7R V, but not my Sony a7R III. This is a terrific addition and I personally am quite happy.

Check it in action in the video below:

Run a cable from your camera to your laptop

You might need to check with Lightroom which models are available to wok with this function.