Devices are objects or systems that have a specific purpose or intention, like electronic communication devices like cell phones. But in the phrase "left to your own devices", it means your ability to figure things out alone or entertain yourself.
The noun device comes from the Old French word devis, meaning “division,” “separation,” “wish,” or “desire.” That original meaning is only retained in the expression “left to your own devices,” meaning "you're on your own." Otherwise, devices are things that perform a specific function, like tools, instruments or appliances, like a coffee maker, a devise that turns water and grounds into piping hot coffee.