Devices like the UGREEN USB 3.0 to SATA/ IDE adapter can have issues connecting to Windows. Here are some common things to check, that can often be looked over.
Power adapter, this device comes with a 110v to 12v power adapter, though this device may be able to operate without it when reading 2.5in drives it is recommended to always use it because a USB port powering the device can sometimes not have enough amps.
USB Cable, the include USB cable needs to be plugged into a USB 3.0 port. This port is needed for a fast connection to the drive and the computer. The USB Port on your computer is usually blue to separate it from USB 2.0 and 1.1.
If this drive is not appearing in Windows, you may have to assign a driver letter to the device using Disk Management in Windows (Right click Start Menu -> Disk Management) There is an inherent risk of losing data by changing settings on a drive volume here so only mount the drive if you understand what you are doing.
If you are using a new drive that hasn’t been used before, you may need to format/initialize the drive.
3.5in Drives only:
Power Connector for 3.5in IDE drives: There is a 4 Pin Molex connector cable that will need to be used for connecting to the old style IDE drives are the power was separate connector back in those days.
If there is a jumper setting on the drive, this will need to be set to Cable Select.