Did you hear the "device connected" notification sound when you plugged it in?
If yes, you maybe just need to assign a drive letter to it in Disk Management.
Control Panel > Admin Tools > Computer Management > Disk Management
In the bottom-right panel, find the ribbon that relates to the external hard drive.
Right-click on it & choose "Change Drive Letter & Paths".
Click "Add" & accept the default letter in the drop-down box.
Click 'OK' and wait for the new configuration to complete.