If BIOS / Windows Disk Management cannot see the drive, then WinUAE won't ever see it. First make the hardware work, then the software might work, too.
Mike's first question is most important: how did you connect the Amiga drive (which most likely is IDE) to the SATA port?
Do you hear the drive spin up and make its usual noise when it reaches "cruising speed"?
Could it be that you connected the drive upside down or otherwise wrongly?
Perhaps master/slave jumpers have to be changed for the drive to work on an IDE/SATA-adapter.
Do any other IDE drives work with this adapter?