That's just a common Windows dumb behavior because of its ancient drive letter system.
You have to go into Diskmanagement. It will scan your drives and show you a list. There you will see that your SSD is there but got no drive letter assigned and therefore is not shown on the desktop.
Right-click the drive and select the Change Drive Letter and Paths option. Then assign a drive letter and your SSD will show up.
Other reason it is not shown: you have formatted to HFS+ in camera, which Windows can't read out of the box. There are tools to make it work:
http://www.catacombae.org/hfsexplorer/