You probably need to create a partition for it by using diskpart. You can probably Google a better guide, but the gist of things is this..
Go to run and type cmd for the cmd prompt. Then, you type diskpart. Once you are in DiskPart.. You can type list disk. It will then show you all disks you have on your PC. From there, I believe you need to select the disk you want. So for example you have disk 0 and 1 and 1 is the one you can't see. You would do select disk 1. You are now on the disk you are wanting to format. From there, I believe you can type in format and it should do the trick. If not, try clean. If it is a new drive, you should probably only need format.