It should show up in Disk Management (if you're using Windows 7, click on the Start button and type, "Disk Management" and press enter). You should see the new drive listed as unallocated. Right-click on it and select "New Simple Volume". Once allocated, you will need to format the drive. Once that has been completed, you should be able to access the drive.
If it's not showing up in Disk Management, then either the drive is faulty or it's not connected properly to the power supply/motherboard.
-Wolf sends