It may not have been assigned a drive-letter by Windows, hence no drive icon for it in Windows Explorer. This often happens with external hard drives but you can assign a drive-letter manually.
Go into "Control Panel" & click "Administrative Tools".
Click "Computer Management", then "Disk Management".
When the drive maps have finished loading, look for your external drive represented by a ribbon in bottom-right pane. It will have no name and no drive-letter, & probably described as "Raw".
Right-click that ribbon and choose "Change Drive Letter and Paths", then click "New".
Select a letter from the drop-down alphabet, then click 'OK'