It needs to be mounted under certain directories first. It could be /mnt or /media or any place you want in your home directory. If it doesn't mount automatically you need to look into 2 commands: fdisk and mount
fdisk, when run as root, will print the partition table of your hard disk(s). Once you've identified which one is your pendrive (could be /dev/sda or /dev/sdb or something similar) you'll need to mount it.
Assuming that your pendrive is /dev/sda and it's formatted in ext3 and you want to mount it in your home directory in the pendrive directory, it would be as follows:
mount -t ext3 /dev/sda1 /path/to/pendrive -rw
/dev/sda refers to the whole hard disk, whereas /dev/sda1 refers to the first partition of /dev/sda1
for more information on 'mount' and 'fdisk' check their man pages.