Check Disk Management
Even though you cannot see the drive on your desktop or in My Computer, we should check to see if the drive is recognized in Disk Management.
Click start, right click on Computer or My Computer, and select Manage. (If on Windows 8 or 8.1 press the Windows key + the X key, then click disk management)
From the Computer Management window select Disk Management from the menu on the left.
In Disk Management check if you can see the drive. If you can look at the partition on the drive then as new it will be labelled as NTFS, and should have a drive letter. It should also show the capacity of the drive, and be labelled Healthy.
If the drive does not say Healthy, or shows the file format as RAW, then the partition has become corrupt. It could also be corrupt if the bar above the drive is black and shows as Unallocated.
In this instance right click on the drive and select delete volume or delete partition. We can then right click on the drive again and select create new volume or create partition. Follow the Wizard to create a Primary partition. Select NTFS format for Windows only, or exFAT for use on Windows and Mac.