There are a couple of reasons why your USB Pen Drive is not recognised.
The first is that the drive may be formatted for Mac. Windows will work with drives formatted in the FAT32 or NTFS file systems.
The second is that some USB Pen Drives need to install some drivers before they can work. If your machine is not connected to the internet then this may be a reason why the machine will not recognise the device. Try getting the machine on the internet first before anything else.
If you are still having problems, contact your I.T department who should be able to help you further.