If you don't see the drive in File Explorer or Disk Utility:
When in doubt → exFAT . It’s the Switzerland of file systems.
If Windows refuses to format the drive and gives a write-protection error, check if your drive has a physical switch on the casing. Some older drives have a "Lock/Unlock" switch. If that doesn't work, the drive may have file system corruption that requires using the diskpart command in the Windows Command Prompt (a more advanced fix).