Split from this thread.
I found out how to scan my USB devices:
Under SETTINGS, click on WINDOWS DEFENDER, then click on OPEN WINDOWS DEFENDER, and select CUSTOM scan (you'll see it listed under Quick and Full), then press SCAN. A pop-up will show the drives available for scanning. Check the boxes next to the USB devices you want scanned. If you have already scanned your internal hard drives, just deselect those boxes so the scanning will go quicker for the external devices.