For starters I have formatted my hard disk to vfat system so that I can use it on both mac and windows.
Some times it does not show up despite being connected
In such cases
Go to Finder -> Go to folders
and type
/Volumes
Surprisingly this showed the hard disk I was trying to connect to my macbook. Yay! I don't know why it worked but just glad it did. Now I can backup my macbook data.
