Mac OS has some great little utilities which Windows OS lacks. One of them is the display of ‘removable drive’ icon on the desktop when connected.
The good news for Windows users is that they too can enjoy what Mac OS users have been enjoying by using Desk Drive.

Desk Drive automatically adds a desktop icon pointing to the removable drive (USB or DVD). When you remove the drive the shortcut automatically goes away. It sits in the system tray and gets activated when a media like DVD or USB drive is used.