If you invoke the BIOS configuration menus when your system first starts up, does the hard drive show up there? If not, then you have a basic issue you'll need to solve before starting the Windows installation. It may be that one of the cables (data + power) is not properly connected or the cable itself is faulty.
If your motherboard has two SATA controllers (typically indicated by having some SATA plugs as one colour and some as another), then check to make sure that both of them are enabled, or try connecting the drive to the other controller.