Hey there, ceno210.
Does the Optical Drive (aka CD-ROM or OD) work with the HDD disconnected? If this is the case, try reconnecting the OD or the HDD to a different SATA port with different SATA cables to see if the same thing happens.
Or do you mean that the drive is not shown in Window Explorer (My Computer)? If this is the case, whenever you get a new internal HDD, it has to be initialized, partition and formatted before you're able to use it. Here's how to initialize an HDD:
How to initialize or write a signature to a secondary hard drive or Solid State drive in Windows.
Hope that helps. Please let me know how everything goes.
Boogieman_WD