If there is no file system on the drive it won't be recognised by windows and allocated a drive letter.
Follow the instructions on how to format it with Partition Wizard.
https://www.dropbox.com/s/c1unbc44asi8717/Formatting Drives.pdf?dl=0
When complete, the drive still won't be recognised by windows because it will be in Linux ext4 format. Don't worry about it, just put it back in the box and power on.
You DO NOT NEED TO INITIALISE IT because that's what you have just done on PC.
All you need to do is check that it's mounted as /media/hdd in Mount Manager.