there are several ways to eject.
if it's a disc, you've got your eject key.
you can drag a mounted disk (the desktop icon) to the trash, which turns into an eject button (so don't worry 😉)
you can right click and press eject
or as stated above, you can press the eject button from the finder window.
which ever works the best for you 😀
Macs have this thing where they want you to safely eject your device before you take it out so you don't corrupt data possibly being transfered and it can stop all other processes and applications from accesing the device.