New WD Passport user on Mac

Hi I am a new Mac and WD passport user. I have just formatted the WD Passport harddrive on my mac but I do not see an external usb hard drive icon on my desktop. Am I missing something here? 

How is it formatted?  HFS+?  NTFS? FAT32?  I would even go as far as trying it on a PC just to make sure the drive is readable.