You probably won't see it on the Desktop or Finder until you have partitioned & formatted the drive as most internal drives ship blank. You will need to use Disk Utility to properly erase the drive as GUID partition and either MacOS External (Journaled) or APFS (top option) if you will be installing macOS on it. Which file system depends upon the OS that will be installed. You will need to use APFS for installing macOS 10.13+. You may need to click "View" within Disk Utility and select "Show All Devices" so that the physical drive appears on the left pane of Disk Utility. If you are using the drive for other purposes, then exFAT may be an option to share the drive with Windows.
If you don't see the physical drive in Disk Utility, then you will need to check the ports, cables, and enclosure. One of these items may be bad, or the new WD drive may be bad.
Are you using an old enclosure? If so, does it support a 6TB drive? Many older enclosures may only support up to a 2TB or even a 4TB drive. If this is a recently purchased enclosure, double-check that the enclosure supports a 6TB drive (I would hope any recent products would do so, but sometimes old stock is kept around for some situations).