`chmod` is not changing permissions of a file in /media/username/New Volume

Question

I am trying to debug my Android code using Android Studio on an Ubuntu machine, but Android Studio is stopping on adb initialize with error

Cannot run program "/media/aghed/New Volume/all programs/sdk2/sdk2/platform-tools/adb": error=13, Permission denied

I have tried:

sudo chmod 777 adb 

on ~/sdk2/platform-tools/

but the permissions are still:

ls -l adb
-rw------- 1 aghed aghed 2357745 تشرين 27 14:54 adb

It is not changing???

by the way I am running Ubuntu alongside Windows, not sure if it is relevant...