There's two things.
If the BIOS isn't showing the drive, there could be a loose cable somewhere - either hooked up to your motherboard or the HD.
The second is once you have all the connections checked, go into Windows. Right click "My computer", select "Manage", then select "Storage ----> Disk management". Then the new drive should be visible. Right click the drive - select format, then assign a drive letter and you're good to go.
I followed your second step and I do see the drive.It shows as being Not Initialized. Should I initialize it with a Master Boot Record (MBR) or GUID Partition Table (GPT)?