The Finder is the interface of the operating system.
The Desktop is the screen you see. Any drive that you use has its own desktop, but they all show on the same screen. To demonstrate that, once we get to the bit about the usb drive, if you take a file from there and put it on the desktop once you eject the drive you will see the file also disappear.
Now for the usb drive. Look at the screen - you will see whatever you have on the desktop. Now stick in the usb drive (if not already in). You should see another icon appear - or already have an icon for it.
It’s important to note that when it comes to ejecting it, that you select the icon NOT the contents, as that will put the contents in the bin. Once you have the icon just click and hold and drag to the bin.
The video that was provided earlier demonstrates insertion of a usb disk.