Okay, I assume you were planning to use the dongle to write an OS image onto the microSD card so you could boot the RasPi.
For the sake of completeness, do you see any evidence of hardware recognition in your Device Manager (Windows), System Information (Mac), or dmesg (Linux)?
If not, send a message to firstname.lastname@example.org
and we'll get you a new one.
When you void a product warranty, you give up your right to sue the manufacturer if something goes wrong and accept full responsibility for whatever happens next. And then you truly own the product.