This is normal for a brand new totally empty HDD. Windows cannot use it in that empty form, so there is a preparation process to be done.
FIRST step is to install Windows on your machine on the M2 SSD. BEFORE you do that, DISconnect that HDD. That sounds odd, I know, but here's why. Windows has a feature to help you in the future in case come system files get corrupted. At the time of first installing Windows, the Install routine looks around for a SECOND storage device (like your HDD, for example). If it finds one, it places a backup set of system files in a semi-hidden Partition on that second drive, and then does the Install where you want. After it's all done, if ever there is a problem with a system file from the boot device, it goes to the backups on the other device, copies over a good copy, and completes the boot. It fixes itself! Nice feature. BUT the problem people have found is that, on EVERY boot it looks for those backups and if they are NOT found, it cannot boot at all! So, if you remove the second drive or it has trouble, you can't use your machine. Now, there is a way to recover from that situation, but there is a way to prevent it, too. If there is NO second storage device at the time you first Install Windows, it will put those backup files on the boot drive, and it will all work. THEN when it's done you can install the second drive. Now, having the backups on the same drive as the main OS is not as secure as having them on a different drive, but is does prevent that odd problem in future if your second drive has trouble.
So, if you choose to do that, go ahead until Windows is running from your SSD. Then shut down and connect your HDD, and boot back up. Now you need to use a tool in Windows called Disk Management, found among the SYSTEM group. Get into that and look at the right-hand pane, particularly at the lower part of it (it SCROLLS so you can see it all). You will find your HDD there shown as a rectangle that is all one block marked Unallocated Space. RIGHT-click on that and choose to Create a New Simple Volume. Most of the default settings it suggests are OK, but you should change one or two. Most people want to use ALL of that drive's space in a single volume, but you can make a smaller Partition and then come back to make another if you need to. Since you will not be booting from this unit, it does NOT need to be a BOOTABLE drive. For a drive of that size, you can use the simpler old MBR style of Partition. The NTFS File System is the right one. You can choose to do a Quick Format if you like - that will do all that's necessary in a short time. Or, you can let it do the default Full Format, which checks EVERY Sector of the HDD for flaws before completing the job. That may not be necessary for a brand new drive and it takes a long time and requires patience, but if you have the time it's a good precaution. When all the parameters are set as you like, let the process run and just wait until it is finished. When done, back out of Disk Management and reboot. The HDD will now show up in My Computer ready for use.
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