Why wont my Mac read the new hard drive I bought?

I ordered the 500 GB Hybrid 2.5" hard drive from iFixit and followed the manual exactly from the website and my mac still will not locate a disc to download the operating system. I've looked everywhere online and there are no clear descriptions. I have tried several different ways of trying to find the drive and I am starting to believe that taking the Macbook to an apple store would be a far better solution.

Did I receive a faulty drive?

How do I make the new one work?

If the problem isn't solved I intend to send the hard drive back for reimbursement.