What is the make/model of the harddrive?
Whats the specific Dell model number (usually on the bottom somewhere)
Without the hardrive installed you should still be able to boot the machine and get into the BIOS settings (usually F2 right at boot up). If you can do this then the laptop is probably ok and its just not detecting the drive.
Put the drive back in and get back into the BIOS, is the drive being recognized? The main BIOS settings screen should list the drive if it is capable of recognizing it.
If not, then the drive is not compatible with the current version of the BIOS. The latter leaves you with two options, update the BIOS in hopes that it is then recognize your new HDD or purchase a harddrive that IS compatible with your current BIOS revision.
You can dowload the current BIOS update utility from Dells support site. The AC adapter must be plugged in while doing the update. get back into the BIOS, check for the drive, save settings and exit. If still no drive then you need another HDD.
If you can't get into the BIOS, the unit is likely dead.