The devices are not displayed on Launcher (the left side with icons) and I can't drag them in it from desktop.
How to show them in the Launcher?
Note that Ubuntu 18.04 comes with GNOME 3 instead of Unity by default and hence it does not have the Unity Launcher which used to have the removable drive icons feature. Ubuntu 18.04 with GNOME comes with Ubuntu Dock instead, which is a fork of the Dash to Dock GNOME Shell extension. Icons for removable drives in the dock is actually a missing feature for now, there is no (easy) way to enable it.
Hopefully this feature would be added soon as the developers of Dash to Dock are working on it (source: this omg! ubuntu! article).
Update: This feature was added to later releases of Ubuntu Dock, and it's available on Ubuntu 19.10 and later releases.