Since you are using Dolphin, I will guess that you use KDE. Just as a note, you should mention what desktop you are using, because they handle USB drives differently.
I normally don’t use Dolphin - I’m a command line person. However, I opened Dolphin, then plugged in a USB to see what happens.
When I opened Dolphin, it listed some drives in the left column, below “Trash”.
When I plugged in the drive, it showed up in that left column, with a different icon from the other drives. If I click on that Icon, then it shows me the USB drive.
That’s not what I normally, since I rarely use Dolphin.
What I normally do, and I think this is the KDE way of doing things, is that I look at the tray at the bottom right of the screen. A device notifier icon shows up there when I plug in a USB. There’s also a box that pops up to describe what is plugged in, and to list option. But that box disappears after a while.
If I hover the mouse over the device notifier, that also tells me what is plugged in. If I click on the device notifier, that box pops up again and I can select one of the actions, or click on the drive icon (top right of the box) to mount the USB. It will be mounted at “/media/something”.
If you open “Configure Desktop” from the start menu, there’s a selection there for “Removable Devices”. If you prefer the device to automatically mount, you can set that there. When I was using Gnome 2 (that was a few years back), if I plugged in a device it would automatically mount and the file manager would automatically open to that. When I switched to KDE, I was surprised that did not happen. However, the KDE way of handling a USB (and a CD or DVD) has grown on me, so I now much prefer it to the Gnome way.
I probably should have provided pictures to illustrate the above. But I’m a command line kind of guy