It's Not always critical to remove attached external storage [usually USB] in Windows before disconnecting them -- doing so makes sure that all writes to that storage have been completed. In Win10 you can right click an attached USB stick in Windows Explorer, click the Hardware tab, click the USB stick in the list of drives, click the Properties button, and click the button to change settings. Go to the Policies tab in the window that pops up, and you're given your choice between Quick removal [default] & Better Performance.
That said, I normally disconnect those devices because I have too many USB sticks and such to remember how anything's set, and I'm not going to go through all that every time just to find out or set one. It's quicker/easier easier to just always disconnect the drive in Windows. And, contrary to some of the comments on the download page [some people apparently live in another reality], disconnecting an external drive using Windows own dialog doesn't always work. It never has. In all fairness, a Lot depends on the brand & model of storage device you want to unplug, as well as the device you've plugged that storage into, but I've yet to find something like the perfect USB stick that always works perfectly on every device, every time when you disconnect using Windows own controls. Thus USB Safely Remove. I've had a few times where it didn't work any better than Windows own, but those are the exceptions.
Note that closing any app you used that connected to an external storage device can help, closing any Windows Explorer windows can help, and closing Task Mgr can help. Also note that it's up to you whether you start USB Safely Remove with Windows, or only when you need it -- the setting is in the app's options. USB Safely Remove does use a service that runs with Windows, and if you set it to manually start [rather than auto start], running USB Safely Remove will Not start that service. Task Mgr shows that service, with USB Safely Remove Not running, consuming 0% CPU & 1.8MB RAM.
USB Safely Remove adds the program's folder, a USBSRService folder in ProgramData, and a USBSafelyRemove folder in Users\ [UserName]\ AppData\ Roaming. The registry gets a key for the app, one for uninstall, and a key for the service. While I cannot say whether it's necessary -- this is just in case installing it does not work -- to update the version I had currently installed, with the app not running I 1st stopped the service [Control Panel -> Admin Tools -> Services], renamed the existing Program Files (x86)\ USB Safely Remove folder, then ran the GOTD Setup.exe. There are 32-bit and 64-bit versions, and the activation key does not appear to be limited to one copy of Windows -- I used the same key to monitor install in my VM, & then when I installed in this regular copy of Win10.