If the drive is showing here, but not on the OS X desktop, then click First Aid to try and repair the drive. If not, go to Disk Utility and check to see if it appears under the heading External. On Macs, the drive should automatically appear on the desktop. If the drive is showing, but you’re getting messages about the drive needing to be formatted, etc., then read the next section below. Pick a letter for your drive and you should be good to go. In Disk Management, just right-click on the disk and choose Change Drive Letter and Paths. Normally, Windows does this automatically, but sometimes because of other connected devices, your external hard drive will be recognized, but not have any drive letter assigned to it.
If the drive shows up here, but not in Windows Explorer, you might have to assign a drive letter to the disk. In order to figure out whether your problem is related to formatting or to not being recognized, go to Disk Management in Windows or Disk Utility on OS X and see if the drive shows up there. This is usually a problem with drivers or hardware. The other main reason is that the drive simply is not being recognized by Windows or Mac and therefore won’t even show up on your system at all.