Is the left navigator showing? (The panel with music, audiobooks, podcasts, etc) Devices will be at the bottom of that panel.
If that doesn't help, check to see if the mp3 player is showing up as a drive in Computer node. If it's there, right click on it and choose "set as device".
If that still doesn't help, go into preferences> devices and see if you can configure it as a virtual device that way.