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.
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Click on the "Computer" option on the right side of the menu.
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.