The usual procedure is to
0) Try another power supply, if you have one.
1) Try it on another machine.
2) Tell us if it is seen in Device Manager, or in the BIOS
3) If neither of the above, remove the drive from the case and attach it directly to the motherboard.
4) Assuming that it is at least seen in Device Manager, try recovery software like Recuva, Easeus, or Clonezilla.