Hi there oozozoo,
First of all, you should go to Disk Management and see how is the drive recognized over there. Does it have letter assigned as well as healthy partitions and file system?
Apart from that, my guess would be that there is something wrong with the caddy. You can try another one or get a USB to SATA cable.
In case you have data on the drive, I would advise you to connect it internally(to another system if you can't connect it to yours) and back it up until the issue is resolved.
Hope this will help,
D_Know_WD