Comodo firewall + Defense plus and USB

I actually have Comodo firewall and defense + installed on my PC. I want to plug-in an USB drive which I’m not sure if its clean(uninfected) or not.
If by chance the USB is infected will my firewall or defense + stop it from infecting my PC??
And I recently did a quick format of this USB drive but I’ve heard that a quick format doesn’t necessarily clean everything on the USB and it may leave some infections on the USB intact. Is that true???
Please help me out.
Thank you.

As far as I know Def+ will detect it and stop it. Yes. It depends on the infection. Just use USB immunizer.