Are you expecting it to come up as another mapped drive (eg. like the usual X:, Y: and Z: for the public, backup and personal drives)? It doesn't work like that (ie. you won't get a new drive W: or whatever)
In the left hand side of the windows file explorer window you need to click on "Network" to view the list of devices: you should see GOFLEX_HOME. Click on this to open it, you should then see a network share for "External Storage" along with shares for "Goflex Home Public" etc. Click on "External storage" to open it and gain access to the drive or stick you plugged into the GF Home's USB port.
Although it's not always necessary, if you really need to, you should be able to set up the external drive as a mapped drive (eg. W: ) on your pc by right-clicking and following the "Map network drive..." dialog (I'm saying "should" here as I now only use my GF Home's usb port for a printer and haven't used it with an external disk for a long time).
