Hello, thank you for reaching out to Microsoft Q&A.
To initialize a disk,
- Search for Disk Management in the search bar on the taskbar and select 'create and format hard disk partitions'. (OR) Click Windows key + X and select Disk Management.
- Right-click the unallocated disk that does not show up in File Explorer.
- Select New Simple Volume > then click Next and Next.
- Assign the drive letter for the disk.
- Then click Next.
Your disk will be formatted, and a new drive letter will be assigned.
Once done, you should see the drive in File Explorer.
Let me know if you still need more help.