[SOLVED] changing devices in terminal

I am still learning the command terminal, so please give me some latitude. I want to execute terminal commands for files that reside on my flash drive, but do not know how to move to the directory of the device they are on in terminal mode. In windows I would just switch to the drive letter, then change to the directory. I did a google search and thread search here but could not find any clear instructions on how to do that. Please advise.