You didn't say what files you expected to see, but if we assume they are related to your sewing machine then the issue may be in the file name extensions ( ex: .jpg, .pdf etc.). You will have to go into your computer systems settings and make sure you display these. Next you have to make sure your computer will accept these type files to view. Without knowing your operating systems I would be unable to provide step by step, but if I assume MS then you would use control panel, system, files properties.
as I am not familiar with your sewing machine, I have found with other devices, not to plug them into USB port until computer is fully booted. Then plug in turn on sewing machine and see if your system shows new device added. ( might appear as drive)
I am sure you have search the Internet seeking out manual, but a search by product name or sometimes by model number will give some results. ( ex: model name then PDF)