"Translation memory too large for demo mode. Connect dongle to parallel port!"
This would indicate that the dongle isn't recognised by TW.
First of all I have an USB-dongle, which is at its place and recognised by Windows,
Have a look at this article on the Trados KB.
secondly I did not load any TM, just one sgm-file into TagEditor. TagEditor seems to work all right, but what is the matter with Workbench?
See above - I take it the error message occurred when starting Workbench? TW attempts to open the last TM that was open - hence the error message.
The customer will probably send me a TM today. Can I trust that Workbench will work though it does not recognise the dongle?
No, you can't, I'm afraid.
If re-installing/updating the dongle drivers doesn't solve the problem, you will need to test your dongle. Just checked the Trados KB: the article where you could download the test utility is currently unavailable. Contact me through my profile, and I'll send it to you.