Does it not show up in Disk Utility either? If it shows up there it’s just not mounted. No idea why that would be though. Never seen anything like that myself.
Should be much faster than a regular cheap stick. You can get something like Blackmagic Disk Speed Test for free on the App Store if you want to check. This SSD should be giving you something like ~400 MB/s. My old sticks do maybe 25 MB/s.