USB---or, Universal Serial Bus---is the most common hardware standard for physically connecting external peripherals to your PC. These types of peripherals---storage devices like thumb drives and hard drives, smartphones, printers, keyboards, and so on---are called removable devices because they can be disconnected, or unplugged, from the PC at any time. And so Windows 11 tries to handle these connection and disconnection events as gracefully as possible.
Determine what happens when you connect a removable device
Many USB devices, like keyboards, will just silently work when you connect them to your PC. But other devices, like removable storage devices, will trigger an AutoPlay notification asking if you would like to perform a certain action each time that device is connected.

Select this notification to see a menu of available choices, which can include performing various actions plus a final choice, "Take no action."

If you miss the notification or want to change your choice later, open the Settings app and navigate to Bluetooth & devices > AutoPlay.

Then, select the device type in the list and make a new choice.

We also discuss AutoPlay in the Storage chapter.
Unplug a USB device
For the most part, you can simply unplug a USB device from your PC when you're done using it. But because USB storage devices often contain important personal data, you should remove those drives from the PC safely. This will let Windows make sure that it's done accessing the device.

There are several ways to do this, but we will explain the two easiest methods.
Safely remove a USB storage device with File Explorer
To safely remove a USB storage device with File Explorer, open File Explorer and navigate to the This PC view. Then, locate the drive you'd like to unplug, right-click it, and choose "Eject" from the context menu that appears.

A banner notification will appear telling you that it's now safe to unplug that device.

Safely remove a USB storage device with the Taskbar
To safely remove a USB storage device with the Taskbar, locate the Safely Remove Hardware and Eject Media icon in the notification area: it's usually in the overflow area that's accessed by clicking the Show hidden items icon (it resembles a carat).

When you click this icon, it will display a list of the available removable storage devices.

You will also see a "Open Devices and Printers" link that references a now deprecated user interface from Windows past. If you select this, the Settings app will open and display Bluetooth & devices settings.
Now, click the storage device you would like to unplug. A banner notification will appear telling you that it's now safe to unplug that device.