The stick contains 3 partitions. One of them is formatted as FAT32, that is readable by windows. The 2 other partitions are readable by Linux only (in fact, the Linux swap partition isn't directly displayed but it is used by the operating system). Windows can't understand the Linux file systems without special drivers.
How did you get this stick and what exactly do you want to do with it?
It is very probable that this stick is bootable and contains a Linux installation, as there is a swap partition too. Is you that did the partitioning? Is someone else that gave it to you?
If you don't need this Linux installation, you can delete the extended partition and the Linux partitions in it (be careful if there are data to keep from there), and grow the FAT32 partition to take the entire drive,
or
take backup of the files you want to keep from the stick, create a new partition table msdos type (be careful, this will delete the actual content), make a new partition for the entire drive capacity (FAT32, or even NTFS if you plan to use it under windows only) and restore your files.
If you want to keep the Linux system on the stick, you can shrink the Linux partition /dev/sdb5 from the left border, shrink the extended partition /dev/sdb2 to take the freed space and grow /dev/sdb1 to take this space.
The term device in Linux is quite general. It can be a hard drive, or a memory stick, a file, a hardware part etc. A device is the entire drive. Other devices are each of the contained partitions.
*** It is highly recommended to backup any important files before doing resize/move operations. ***