You can use Disk Manager in Windows to see if it detects the external drive. Disk Manager is found by right clicking on the Start button and then click on Computer Management, you will see Disk Manager near the bottom of the list. Double click on Disk Manager and it will show all the storage (Drives) it recognizes. If the drive can be seen by Disk Manager then you can right click on the problem drive and then click on the Tools tab, click on Error Checking and wait for the error checking to complete. Sometimes, you may be prompted to reboot, this is when the drive is mounted by the operating system and needs to be unmounted to do the error check. Depending on the size of the drive, the error checking could take as long as a few hours to complete.
Disk Manager is a powerful tool and it is easy to accidentally remove a disk or reformat one. Do not make any changes to Disk 0 which is the primary drive that loads Windows. This method will work for USB thumb drives. If the system asks if you want to format a drive, select No.