Working with disks is very different on the Mac. Every disk inside, or attached to, a Macintosh can be represented on the screen by an icon. Mac OS X does have something like the Computer or My Computer window (choose Go→Computer), but the icons there reflect only the disks currently inserted in your Mac. You’ll never see an icon for an empty drive, as you do on Windows, and there’s no such thing as drive letters (because the Mac refers to disks, not to drives—and calls them by name).

Mac OS X Lion doesn’t display icons for disks on the desktop, as earlier Mac OS X versions did—but you can bring them back by choosing Finder→Preferences→General and turning on the checkboxes for different kinds of disks.