Plug and Play
For the most part, adding a device to a Linux system is simply a matter of plugging it in. If you don't want to configure it manually, a reboot will force hardware detection, and the device should be recognized by the system and configured. USB devices tend to be even easier because of their hot-plug nature. In other words, you don't need to reboot the system in order to have a USB device recognized, and you can unplug it while the system is running.
Getting a device recognized is only part of it, though. Just because your system knows about the device doesn't necessarily mean that it is configured for your applications.
Going back to the driver issue, you may still have to install a driver, as you sometimes had to do in the Windows world. I wouldn't be fair to you if I simply ignored this little tidbit, so I won't.