Within your BIOS Setup screens, have you set the SATA port for this to Enabled?
Once that is done, you have a few choices available for the mode it uses - things like IDE or PATA emulation, native SATA, AHCI, RAID. Do NOT choose RAID. The emulation mode makes it easy for the OS to see the drive as if it were a plain old PATA drive. But many will advise that certain functions of eSATA, like hot swapping, are available only in the AHCI mode. After you enable that mode, you MUST install in Windows the AHCI driver to access that disk.
Once all that is done, check the documentation and CD disk of software, if any, that came with your drive. There are probably some utility tools for initial set-up of the drive that you must run for Windows to be able to see and use it.