My Macbook pro disk utility not seeing new hard disk

My Macbook pro boot up with a folder and a question mark. I went in to disk utility and could not find my old hard disk. I thought that my old hard disk is faulty. I have a spared 500 gig hard disk that was in my working Window laptop. I wanted to use this hard disk to make sure the hard disk in my Mac is faulty. I replaced the hard disk and went in to disk utility but I don't see the replacement hard disk. do I need to do anything for the Mac to see the new hard disk or is it the cable that connect the hard disk to the Mac? where can I buy this cable? anyone please help. Thanks