I am using a Kingston 8GB pen drive. When I connect it on any PC there is no action. it never shows an icon or any action on any PC.
I agree with Jeff's excellent answer. The critical bit of information is whether the device is shown correct in the Device manager. If not, the device is damaged and can't be recovered. If it shows up properly, then there's a chance of recovery (although there may still be damage, one of my drives is showing up correctly, but the Disk Manager shows it has having "no media", which also means that, although the device is communicating with the computer, the actual memory is faulty).
are you able to detect other USB drives? if not then it can be Windows problem, USB port problem...
Please start by reading this relevant guide by Chris Hoffman if you haven't already:
Additionally, check and see whether or not inserting it into a different system and/or port gets Windows to detect the drive. Also, don't connect the drive to a USB hub. Just connect directly to the port. Sometimes fall damage on these drives cause the connection to become very loose and unstable, so use a little friendly persuasion to see if you can get the connection just right.
Sometimes autorun is disabled and therefor you will not recieve a message prompting you for further action after the device has been inserted. Ensure that this is enabled and then restart and try again. After your finished, it may be wise for security purposes to then disable the autorun feature again.
If, sadly, you're not able to get the drive detected and wish to go the more convenient route (that is, replacing the drive entirely) and you must have the data on your current drive recovered, consider seeing a data recovery specialist in your area.