Open Disk Management with administrator permissions. If you prefer using PowerShell, use the initialize-disk cmdlet instead. Here's how to initialize a new disk using Disk Management.
Instead we recommend troubleshooting the disk to see if you can read the files - see A disk's status is Not Initialized or the disk is missing entirely. If your disk already has files on it that you care about, don't initialize it - you'll lose all the files.
