Computers offer many ports and connections. Using these, you can connect removable drives to them and access and modify the files they contain. If you connect a removable drive to your computer and are notified that it was designated the "J:" drive, you can access it in the "Computer" menu.
Click the "Start" menu icon on the bottom left side of the task bar.
Click on the "Computer" option on the right side of the menu.
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Double-click on the "J:" drive icon -- which may be listed under either "Hard Disk Drives" or "Devices with Removable Storage," depending on what type of drive it is -- to access the contents of your "J:" drive.