Using the Device Notifier - normally the Device Notifier will pop up a little window telling you that a new drive was connected. Click on the Mount and Open button that appears beside its name. This mounts the drive and opens Dolphin showing its contents.
Mounting in Dolphin - if you already have Dolphin open you will see the new device appear in the Places panel. Click on it and it will be mounted and show its contents.
If you prefer for drives to be automatically mounted, you can now do this by going to System Settings -> Hardware Section -> Removable Storage -> Device Auto-Mount and check the checkboxes for On login and On attach for the list item named "All known devices".
