What Operating System are you using?
right click "my computer"
left click "manage"
computer management windows should open
on the left side of the window click "disk management"
the right side of the window should populate
in there you should be able to find your external drive listed
make sure it has a letter assigned to it
if it does make sure it doesn't match another device (hdd, cd-rom, etc)
if no letter is assigned to it
right click on the drive and click "change letter"
if it is new you might need to click format first