my new installed hard drive does not show on desktop

It won't show up because it is not formatted. You need to boot from another device in order to format the new drive. If your computer supports Internet Recovery, then you can do the following:

Internet/Network Recovery of El Capitan or Later on a Clean Disk

     If possible back up your files before proceeding.

1. Restart the computer. Immediately, at or before the chime, hold down the (Command-Option-Shift-R) keys until a globe appears.
2. The Utility Menu will appear in from 5-20 minutes. Be patient.
3. Select Disk Utility and click on the Continue button.
4. When Disk Utility loads select the target drive (out-dented entry w/type and size) from the side list.
5. Click on the Erase button in Disk Utility's toolbar. A panel will drop down.
6. Set the partition scheme to GUID.
7. Set the Format type to APFS (SSDs, only if installing Mojave or Catalina ) or Mac OS Extended, (Journaled.)
8. Click on the Apply button, then click on the Done button when it activates.
9. Quit Disk Utility and return to the Utility Menu.
10. Select Install OS X and click on the Continue button.

This should install the version of macOS that was pre-installed when it was factory new.