|For starters; does the drive's power light display?|
Does it make any noises?
What type of hard drive: a USB-powered portable (2.5") drive, or a mains-powered 3.5" drive?
If the latter, the power brick could be faulty, or with either (fingers crossed), the HDD may actually be ok and the fault may lie within the caddy circuitry.
To eliminate this possibility - once other options have been explored, - the drive would have to be removed from its existing caddy and powered up using another, or via a simple connector.
Alternatively it could be hooked up and tested as an internal drive in a desktop PC.
Post back with some more info, so we can attempt a more accurate prognosis.