Sounds like it has not been recognised by Windows. Was it a CD drive before?
Assume it's XP! - have a look in BIOS setup and see what it's listed as.
Have a look in Device Manager and look for yellow question marks.
Open "My Computer" and see what it's listed as.
It may just be a case of switch off / remove it / switch on (to detect new config) / switch off / install it / switch on again - and hope it gets detected.