1. Is this a new external hard drive that you have never used? If that is the case, you probably have to Initialize that HDD, and there are simple tools in Windows to do that.
2. Is this a unit that you were using successfully before this, but now it suddenly does not work? In that case there are several possible problems, and hence a sequence of diagnostic tests to try to clarify the real source of your trouble.
Answer those, and we can advise on your next steps.