Here is an example of an SSD being initialised (it's the same for an SSHD).
If you have attached an unitialised drive you should see the first screen displayed automatically when you go into disk management. Click OK to initialise the new drive.
Then locate your new drive in the table of drives that appears on the bottom half of the screen. Right click in the area marked as 'Unallocated' in the entry for your new drive. Select 'New Simple Volume' then follow the wizard through to a conclusion (you can most probably leave all the settings at their default values - this will allocate all the available space to a volume called 'New Volume').