After you have your Windows VM running go to the top of the window, where it says Devices, then install "Guest Additions". After it is installed reboot the VM. When it is all logged back in, put in your USB device, then after the linux machine has control of it, go back to Device at the top of the window again. go to USB Devices, and put a check mark by the device you want Windows (VM) to take control of. Wait a bit until Linux releases control and Windows takes control. Then you should have full use of the device as if it was a full Windows install.