external hard drive

Yes, whenever a drive is formatted any data stored on it will be lost. That is a lesson learned for the next time AND is also a case on why operating ANY computer without a backup plan is shortsighted and a guarantee you will lose data. I hope on the Mac at the very least you use Time Machine to backup the Mac, if you are not please refer to Back up your Mac with Time Machine to see how simple a task that is.

Have you formatted it? Many HDDs come formatted for Windows. Have you tried a different cable? On a different computer.? You have to narrow down the problem and you've supplied no details.

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How is the external HD formatted, that is likely your problem. If you are unsure, select the External Hard Disk in Finder then click Command + I and look for the format on the left of the window it opens.

That is a question you will need to ask Microsoft.