How does removable media encryption work?

Hi Everyone.  I'm hoping I can get some advice re removable media encryption solutions.

 

I've been doing a bit of reading, and I'm puzzled as to how these solutions work.  If I want to find a solution that protects data at rest on flash drives and USB hard drives, what are my options?  If the drive is encrypted, and the key is associated with a given computer, how does a user move the removable media from one device to another?

 

That is, if I encrypt a thumb drive and take the drive somewhere else to do some work, how do these solutions work?  Do they have some auto-run app on the drive that prompts me to enter a password to unlock the drive?  Does the app get installed when I first plug the removable media into an encrypted drive?

 

If someone could shine some light on how these solutions work in the real world it would be much appreciated.  Thanks.