[harry12]

Your description naturally lacks some detail - but it appears to be a cable-connected USB device with (four) extra sockets?
Then the previous reply is right - there is no memory there - but I'm surprised it claims it's drive "E" or whatever you said. If there is nothing plugged-in there should be no letter....not on mine and that's got eight sockets and an option for separate power as well as silly flashing lights (so I duct-taped over them).
When you connect memory device you will need a driver (driver.com) but without the CD (sometimes a mini-CD) it can be tricky - I had a useful IDE-USB device that is marvelous - droping loads of old pics into a spare HDD - but when I bougfht their "improved" version (with Serial connector SATA) as well the CD driver wasn't having any of it - so it had to go back.
It looks like you have a 4-port outlet to connect any manor of USB devices - could one of these be a nenory drive? ( ie it's plugged-in already?) sounds odd but that would explain the drive letter on the "My Computer" - if it's really there then it looks like the driver is installed (don't ask!!!) so double click on the ico and see if any files are there (ie inside the flash drive)....create a "Quick Brown Fox"...file in notepad, SaveAs and work yr way up the tree of options...then you should see the (named Fox) file in the flash drive.

But maybe it isn't really like that....