Go to Control Panel, Administrative Tools, Computer Management, Disk Management.
Find your HDD listed there and see if it shows any problems. In some cases Windows might assign a drive letter thats already used such as in the case of networked mapped drives. Say you have a C hard drive and D DVD drive and E mapped to a network share. Windows might assign a USB HDD to drive E even though its already used. When that happens the HDD will not show in File Explorer. Disk Management allows you to change the drive letter to one thats not already used. Same issues happens frequently with USB flash drives.