Make sure there is no floppy or CD inserted, and that the power supply's main power connector is firmly inserted into the MB connector.
If that's ok, then make sure that the hard drive's IDE(ribbon) cable is securely connected at both ends, and that the red stripe along the one edge of the cable is next to pin 1 at the MB connection, and next to the power cable at the back of the HD.
If that's ok, then make sure that the HD's power cable is securely connected.
If ok, then connect a different power cable to the HD(assuming one is available).
If no luck, then install a different IDE cable to the HD.
If still no luck, then make sure that the HD is recognized in BIOS.
If it is, then insert a Windows boot floppy, start up, select 'Start without CD-ROM support', press Enter, at the A:\> prompt type c:, press Enter, at the C:\> prompt type fdisk.
If you get the message 'No fixed disk present', then the HD may be bad.