One of the scenarios where you might find this happening is if you've formatted a USB SSD with your PlayStation Console, then when you plug that SSD into your PC, Windows won't be able to use it as a storage drive.
You need to open up "Create and Format Hard Disk Partitions" using the Start Menu Search Box or you can find it in your Control Panel. What you should find then is that the drive appears, but has no partitions, so you need to right-click it and "create a simple partition", then just follow the instructions to get the drive working with Windows.
To get Steam to recognise the drive so you can use it to download and install games, or move games install files, go to settings, then downloads, and click "steam library folders" and you should see a +(plus) sign - click that and you can add that drive.
Thanks, Rob.
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