Go to the Control Panel, choose Administrative Tools and Computer Management. Then navigate to Disk Management as shown here: In my case, it's just showing one Volume, but if there's more than one hard drive and/or Partition in your Machine, it should show more. If you have an entry, which doesn't have a partition on it (between Disc 0 and CD-ROM 0 in the bottom part of the screen), then you can right click on it and choose to create a new partition.
If it's another problem however (e.g. your other hard drive not showing up here either), then it will be something else. If so, have you done anything specific with the drive lately? Was it recognised before? Or have you maybe only just bought it?
Another possibility would be, that there IS a partition on it, but in a Format Windows doesn't recognise (although in that case, it should actually show under "My Computer", I think).
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