Noob question

I assume that if the device does not have a formatting that the Mac can recognize than it won't mount it and therefore you won't see it in the list. If it's a drive that is formatted NTFS (windows) than you can use Tuxera on the Mac which will allow the Mac to not only recognize it but also write/read from the device.

 

Your headphone amp does not have any on board memory, it can't act as a storage device, so there really is no use in seeing it in finder.

 

Your computer/laptop USB ports can supply 500mA 5V output. Many products use that to power themselves.

A USB cable has 4 wires. (+5V), GND( Ground or -), DATA+,DATA-

if you connect a device that only uses 5V and GND, it will not appear in any device list. However when you connect a thumb drive, since it uses DATA+ and DATA- as well, it appears in devices that are connected and if the OS has drivers for it, it will recognize it as a USB drive.

In the case of the FiiO, it doesn't use the USB port as audio in but just to power itself and to eliminate the need of a charger or power brick. Therefore only using 5V and GND and none of the DATA wires.