Safely eject USB device

This is my first MacBook (2020 Air M1). I've navigated it pretty well through trial by error. But I have a challenge I haven't been able to solve. I've read that under Finder the USB device should show up and offer an "eject" option. It does NOT show up in the Finder Sidebar, nor is there any "eject" option. I've tried a variety of combo commands, but nothing happens. I've spent all afternoon trying to figure out how to safely eject this device, and I finally just pulled the cord out or I'd be here all night. But it upsets me because I know it can damage both my Mac and the USB device (an EZQuest) if I don't do a safe eject. Why doesn't the device show up in Finder and why doesn't the "eject" option appear?! Could someone walk me through this? THANK YOU!