Hello,
I see you expected to see a flash disk named BOOTLOADER. This is not what is expected to happen when you plug the board. This flash drive shows up if you enter bootloader mode. For this, you must keep RESET button pressed while plugging the board.
However, BEFORE you do anything else, you should install the FRDM drivers so your computer will recognize all FRDM enumerated devices (it is trying to install the USB COM port with no success). You should access:
http://www.pemicro.com/opensda/index.cfm
and download the "Windows USB Drivers". Run the EXE file and the drivers will be installed.
Your board may come with the latest firmware installed. If that is the case, after you install the drivers and plug the board (WITHOUT pressing RESET), your computer should install and register three devices:
1. A flash drive named KL25Z. This disk can be used to flash a BIN or HEX file directly into the target processor. It is quite useful if you use mbed, because you get a BIN file when you compile a project. If that is the case, you just drag and drop this BIN file into that flash disk and then it is up and running.
2. An OpenSDA debugger channel. To see this, you must go to your computer's device manager and look for JUNGO drivers, and inside this category you will find your debugger channel.
3. A COM port over USB. Also, check your computer's device manager, under "Ports" category.
Some boards may not come with the debugger or the flash disk (they always come with COM port). If that is the case you may update your firmware, downloading the "OpenSDA Firmware (MSD & Debug)" at the same page mentioned above. Unzip the file and look for the correct firmware update (the one with KL25 in its name). For updating the firmware, you keep RESET button pressed while plugging the board on your computer. With the drivers already installed, soon you will see the BOOTLOADER drive. Just drag and drop the correct firmware file to this drive and wait for it to load (green LED flashing; when it stops, your firmware is updated). Just unplug and plug it again, and you should have your 3 USB devices installed.
I hope it helps
Good luck and Cheers