If your computer is recognizing it, it will be assigned it's own drive which you should be able to find under my computer. If your computer is not recognizing it, the device will not show anywhere.
Edit: That is what Apple intends it to do. Apple does not want people transferring media from the device to the computer. Only the other way around. If it is an older generation, holding ctrl+shift as you plug it in will prevent it from being recognized automatically. Your computer should then default to recognizing it as external storage letting you extract info from it. If it is a touch or newer generation Ipod though, you will need the help of some third party software designed specifically for this.
