Run disk manager:

- Click Start, right-click "Computer" and select "Manage"
- Click the "Disk Management" link in the left pane

Scroll down to the BOTTOM of the MIDDLE pane to find the partition map for your drive. If there are no partitions on the drive then right-click on it to create partitions and format them. Once the partitions have been formatted Windows will assign a drive letter to them and they'll show up in Windows Explorer.