I suspect whatever this device is, its not showing up as a USB Storage Device. Is this perhaps an external camera? If it doesn’t show in Disk Management then Windows doesn’t see it as a storage device, so won’t give it a drive letter.
E.g. Apple iPhone/iPad show up this way, as they are read-only for copying photos from the device.
More about the device might help relevant suggestions as the rest of the thread appears to have missed this isn’t a storage device.
Unless this is a USB stick formatted on Mac or Linux and Windows can’t identify the file system?
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