Windows when it detects an unsupported device, it requests a driver from the user. Does OSX have a place when I can find information on unrecognised devices?
For local devices/services you can use the System-Profiler to check all available devices in your computer. Most devices are directly supported through Apple and thus you don't have to install any drivers. For some 3rd party tools like external Audio/Video systems you may have to install the drivers supplied with the tools, but you should be able to discover the devices through the System-Profiler.
For devices and services available through the network Apple has developed a plug and play system called Bonjour. It allows zeroconf of e.g. printers and file-sharing services. There is a 3rd pary tool called Bonjour Browser which is advertised to be able to discover all services/devices available through Bonjour. I never used the software and can't comment on how well it works.