The steps that worked for me were to basically:
Go to: Control panel → System and Security → Administrative tools
Open Computer Management.
Go to Disk management on the left, and look at your drives.
Your problem will probably be that it is not allocated on your PC.
Right-click the drive
Click the text at the top
You will assign it and give it a letter (Choose one that isn't already taken, e.g. D)
It will assign it to your PC and you will be able to use it.
source - http://www.gogorapid.com/how-to-fix-pen-drive-is-detected-but-not-showing-in-my-computer/