Any new empty drive must have two operations done on it before Windows or any OS can use it. You must first Partition the drive - that is, define one or more regions of the drive space to be used as a "drive" with its one letter name - and then you must format that Partition to establish its file System. You can do these operations together in what seems like just one operation using the LOWER RIGHT PANE of Windows Disk Management in Vista. Some systems call the combination of these the "Initialization" of the drive.
If you have not done this, the new unit most certainly should show up in BIOS (as long as the hardware is OK), but will NOT show up anywhere in Windows (which seems to be what you report). That is, it will be seen in the LOWER RIGHT pane of Disk Management as a hardware device, but nowhere else in Windows.