How does this flash drive work?

I am new to this and I was hoping that this flash drive would be idiot proof, because I’m an idiot.

I had a flash drive before. I plugged it in. a widow opens, I dragged and dropped files. Done deal.

I plug the drive back into my computer. window pops up, theres a message like “do you want to look at the files on this flash drive” or some such. I can then access those files as if they are part of my hard drive.

my OS is windows 7.

I have the Cruzer Glide USB Flash Drive My SanDisk.

I plug it in and I can’t really copy files directly to the drive. I have to “back up” the files. I figure that is just some jargon for the same thing. But I have to navigate thru my machine to find the files I want to “back up” I choose the files and it’s alot. I know that. It takes an hour or so to download. I expected that. What that tells me is that the files were actually “backed up”

I unplug the flash drive and plug it back in.

Window opens up.

I can see no way to navigate to the files I “backed up”  to read them or transfer them to my computer.

What did I do wrong?

Any help will be appreciated, I just hope it doesn’t take me longer to learn how to use the flash drive than it took to use it, that’s all.