I have this little 3rd party/knock-off mp3 player thing, and you're supposed to put the micro sd card in the device and connect it to the computer via a USB-A to USB connection. However, this only charges the device and it doesn't show up in the files or the disk app.
Is there any way to fix this or do I have to buy a micro SD adapter?
Do you have any model of the device so that we know what device you're talking about? A picture of it may help, as well. I know sometimes on those older devices they may require to you select actual file transfer in order to get it going, or sometimes even if it connects it only does the internal filesystem versus the actual microsd card.
This is the link to it on Amazon, as well as some images IRL. If it helps, it's old enough(?) to still refer to Micro SD cards as TF Cards.
The one review I can see on that link has someone asking if anyone else is having the same issue that you're describing, so I don't think that this is a one off issue. I'd wager the safer bet would be to go get yourself a MicroSD reader / adapter and go from there. I doubt a product such as this would probably show the contents of the microSD anyway, I bet it would just show internal storage IF it ever works (source: I have had many off-brand MP3 players).
Maybe it can help to try another cable. Some cables are only for charging and not for data transfer.
You could treat yourself to a Sandisk Micro SDHC which come with a holder. And hopefully more storage space for your mp3 player.
On a side note, don't forget to install WinFF so you can convert .wav and other audio formats to .mp3 for your device. 
How is the SD Card formatted? Is it shown in the Program called ''Disks''?
