Well, you wouldn't see anything but the default speakers unless something else is connected at the time. Disconnect it and they won't show in your list.
The show hidden devices only works if one has been hidden on that machine. And not all versions of windows have that option either. When you go into "Control Panel" and then "Sounds" you should be able to right click on the empty space on the screen and see "Show Disabled" and "Show Disconnected". The same can be done in any of the tabs (Playback, etc.,).
If you don't see that option/device listed after you have it connected, then I would look into if the drivers for that device are even installed.