When you connect a HFS+ formatted drive to Windows, you’ll get a message stating that the drive needs to be formatted in order to be used. The only other option is to format the hard drive and use the FAT32 format for the best compatibility. You can get Windows to do it, but you have to purchase third-party software. Windows is worse in the sense that it cannot even read or write to HFS+ formatted volumes by default.
Now OS X can read and write to FAT32 formatted drives, but can only read NTFS volumes. When it comes to file formats, there are a couple of major formats that are used about 99% of the time: FAT32 and NTFS for Windows and HFS+ (Mac OS Extended) for Macs. Scroll down to the Not Showing Up section below. If the drive is not showing up in Disk Management or Disk Utility at all, you have some other type of problem.
If the drive has a file system not recognized by OS X, you’ll need to erase it and the format it using FAT or HFS+. 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.