this is a usb stick, right?
If so, what is it formatted as currently? If it is ext4 or some other Linux type of file system, MS Windows might not be seeing because of that. It that is the case, you can format the USB stick in Linux as fat 32, then fire up your VM again and connect the USB and see if MS windows can then see it.
If not, not a problem as I can show you another way to share files that does not require an external USB stick. You can directly share a host folder. But I will have to do that tomorrow cos I got to go to bed,