Please give more description/screenshots to help better under the problem.

- It's not clear about "When I click the Settings > Drive Sharing link and I choose folder client I want to share but nothings appear in the This PC folder.", do you mean you can't see the shared folder on the remote desktop side?

- About "when I plug a USB key it appears but stay in grey.", is it a USB storage device? You see the USB device in grey status from USB dropdown menu of remote desktop bar?