All the usual questions:
Have you ever written data to it? Your question sounds as if it is brand new, but the answers are all different if you have ever seen it.
Will any other USB device work in that USB port, or is the USB port broken?
Will that drive work on any other computer?
When you say "not detected," do you mean that there is no drive letter? Can the drive be seen in the Disk Manager (Control Panel - Administrative Tools - Computer Management - Disk Management, the pictures at the bottom)? Most external drives come pre-formatted, but you may need to partition and format it ( http://www.tomshardware.com/forum/265764-32-guide-installed-disk-system
With some more information we can provide more focused help.