disk managment can be found under
control panel/administration tools/computer managment

open the computer management mmc and highlight the disk management tool in the left pane.
then in the right pane, it will display all the pysical disks in the computer...your new one should show up there fingers crossed....
you need to create a "partition" on the disk, do this by right clicking the disk and choosing create partition (follow the wizard through) - the wizard should create partition (may as well use all the drive if it's audio only) and will format the disk and assign you a drive letter...
now your drive is ready to use and will show in Windows Explorer.
all this should be in the windows standard help stuff (start --> help , search for "disk managmenr")