Usually it is best to install the OS by connecting only one hard disk; the C: drive. Connect this to SATA port 0. If this hard disk is brand new it must be formatted NTFS by connecting it to a different computer.
After the OS is installed add hard disks and then enter the BIOS and activate the SATA ports that the hard disks are connected to. Restart the computer. Now the additional disks will show up in 'Device Manager' - format them NTFS and restart the computer. Now you will see all your hard disks.
I'm guessing that you want to install your OS (Windows, I presume) on this new HDD, but the Install process cannot "see" the drive. I am also going to assume that the HDD is a SATA type, not an older PATA or IDE drive. If that is wrong, post back here and I'll give you details on those drives.
I also disagree with the advice to install the HDD temporarily in another machine and Initialize or Format the unit. The Windows Install process will do this job for you.
1. Boot your machine into BIOS Setup. On most computers, this means turn on the machine and, as it goes through the startup process, you hold down the "Del" key until the screen shows you the opening screen of BIOS Setup. When you do this, watch the messages on the screen. On SOME machines it is a different key, and you will see a message that tells you what key to use to enter "Setup".
2. Usually on the first BIOS screen there are things like data and time and a list of storage devices that are connected. Check there to see if your optical unit and HDD are present and showing the right size. If your HDD is not there, you have a hardware problem. The HDD itself may be faulty. Or, you may have a missing or loose cable. The HDD should have TWO connections to it. One smaller one with 7 contacts is for data, and the other end of it connects to a mobo SATA port. It is usually best to use the lowest-number one, often SATA_0. The other connector is twice as wide and is part of the wiring from the Power Supply. It provides power to the HDD. Make sure both are securely connected. If the drive still does not show up in BIOS, it is probably defective.
3. If the HDD does show in BIOS' first screen, there are two settings to check and adjust, if necessary, in BIOS Setup. First, note that there are several screens available, usually via tabs along the top. Find the place where you configure the SATA ports. Make sure the port you are using is Enabled (probably is by default). Nearby find where you can adjust the SATA Port Mode for the port you are connected to. It often has options like "IDE (or PATA) Emulation", "Native SATA", "AHCI", and "RAID". In general, do NOT choose "RAID". Your setting depends on which version of Windows you plan to Install. IF you are installing any version of Win XP or anything earlier, set this to "IDE (or PATA) Emulation". However, if you are installing Win VISTA or anything more recent, set this to "AHCI". Now find the screen where you can set the Boot Priority Sequence. Set this to try the optical drive unit first, then your HDD second, and normally NO other devices after that.
4. Before going any further, place your Windows Install CD in the optical drive. Now, in BIOS Setup, use the keys they show you to SAVE and EXIT - remember the SAVE part so the settings you just adjusted are kept. The machine should boot from the Install disk in your optical drive and find your HDD, even though it has NOT been Formatted or anything. If it indicates that the HDD is present but has no empty space on it, you can use the menu to Delete any Partition already there so the HDD truly is empty. Then proceed.