Before you start: protect the data
If Windows asks you to format the drive and it contains files you need, do not format it yet. Formatting is not a harmless detection test and can make recovery more difficult.
If the drive clicks, repeatedly disconnects, smells burnt, becomes unusually hot or has suffered physical damage, stop troubleshooting and consider professional data-recovery help if the files are important.
1. Rule out the simple connection problem
Disconnect the drive, wait a few seconds and connect it directly to another USB port. For an external drive, avoid an unpowered hub during this test. If possible, try a known-good cable and then test the drive on another computer.
If it works elsewhere, the storage device is probably not completely dead and you can focus on the original computer, port, driver or configuration.
2. Check whether Windows can see the hardware
Open Device Manager and look under Disk drives and Universal Serial Bus controllers. A warning symbol or device error gives you a better clue than File Explorer alone. Windows can detect hardware even when the drive has not been mounted for normal file access.
3. Check Disk Management
Open Disk Management and find the USB device by its capacity. If the partition looks healthy but has no drive letter, assigning an unused drive letter can make it appear in File Explorer.
Be careful here: do not initialize, delete a volume, create a new volume or format a drive containing needed data just because Windows offers the option.
4. Understand what the result means
A healthy volume with no drive letter points toward a mounting or drive-letter issue. A drive that appears as RAW, unallocated or not initialized can indicate file-system, partition or new-disk state and needs a different decision before writing anything to it. A device absent from both Device Manager and Disk Management after testing ports, cables and another computer points more strongly toward connection or hardware failure.
5. Remove it safely when you are finished
Once the drive is working, use Windows Safely Remove Hardware/Eject before unplugging removable storage, especially while files may still be writing. Microsoft recommends safely removing external storage to reduce the risk of data loss.
When to stop and get help
Stop before formatting, initializing or running destructive repair steps if the drive contains the only copy of important files. If the device repeatedly disconnects, makes abnormal noises or cannot be detected on multiple computers with a known-good cable, further DIY attempts can be a poor trade-off when the data matters.