When you need to setup a USB hard drive or pen to an ESXi 5 onwards, it doesn’t supported directly. You need to setup a controller and add the USB device. To do so follow the below instructions, in the vSphere Client.

Setup USB Controller
Log onto the server.
Right click on the guest machine and select Edit Settings.
Click on the Add Button.
Select USB Controller and click OK.
On the Controller type screen, click OK.
Click OK to exit the Virtual Machine settings page and affect the changes.
This will setup the controller.

Setting up the USB Device
Plug in the desired device.
Right click on the guest machine and select Edit Settings.
Click on the Add Button.
Select USB Device and click OK.
On the next screen you should see the USB drive in the list of devices.
Select the device and click OK.
Click OK and OK to affect changes.

Open your virtual machine and you should see the USB drive in your computer.