The files are stored on the player
like this.
If you've run the third party "fidsift" program on the drive, then it will be just like described at the link above, but the files will also be sifted into a tree of subfolders with similar names.
If you aren't seeing anything in those locations, then your mounting tool isn't working properly or there's something wrong with the drive itself.
Also, I hope the files were
properly tagged before you sent them to the player. Otherwise it's going to take you forever to get them renamed properly. If they were tagged right to begin with, then you just need to run a tags-to-filenames pass on them with MP3 Tag Studio and you're done.