It sounds like Windows has merely failed to assign a drive-letter to it, hence Explorer can't show it.
It's a common issue with drives that aren't permanently connected to the system.
It's happened to me several times but there's an easy fix for that:
Plug the drive in and wait for "ready to use" confirmation or the hardware connected sound.
Now go to Control Panel > Admin Tools > Computer Management > Disk Management
At bottom right of computer management console, find the ribbon which relates to the external drive (it will probably say "Raw" and the capacity, but no volume name or letter).
Right-click that ribbon and choose "Change Drive Letter and Paths"
The remaining steps are fairly straightforward.