As has already been said in the comment, your disk isn't "named
F is just the drive letter that gets assigned to it under Windows.
A bit of background: The USB disk will show up as an USB device (see a list of them with
lsusb) when connected; the USB storage interface of your disk will show up as a SCSI device (see a list of them with
lsscsi), the OS will create a block device for it (
X is the next free letter) and block devices for all partitions (
N is a number), and you will get symlinks to these devices using various bits of other information under
/dev/disk/by-*. An equivalent thing happens under Windows (but the user doesn't notice).
I'll assume that your Ubuntu has some working kind of automounter, and in that case the it will assign some file path to it under which you can access the contents of your disk. You can see all mounted devices with
mount, look for your disk among them (or look at the difference between the outputs with and without the USB drive connected).
I'm not very familiar with Ubuntu Desktop, but probably it will appear under
/media/some_other_name. If it doesn't, you explicitly need to
mount it. In that case, you'll have to choose a directory.
Once you know the path where it is mounted, you can
cd into it as usual.