I have plugged in my thumb drive but my MacBook Pro doesn't recognize

In Disk Utility, make sure to select "Show All Devices" as in Step 1 of the following:

Repair a storage device in Disk Utility on Mac - Apple Support

Does it appear in Disk Utility?

Disk Utility User Guide for Mac - Apple Support

Then it might as well not exist, as far as the Mac is concerned. What kind of thumb drive is it? It is supposed to work with Macs?