Macbook Pro does not recognize brand new internal hard drive
You need to create a boot installer disk to setup a new disk as an internal boot disk for a Mac. You will need a running Mac system and a blank USB Thumb drive (at least 8GB in size). As long as you have that, here are the basics:


Download the OS X installer from the Mac App Store. Quit the installer if it opens automatically after downloading.
Mount your USB flash drive, or external drive with a 8GB or larger partition.
Open the Terminal (which is in the Utilities folder of your Applications folder.)
Use the createinstallmedia command in Terminal to create the bootable installer.


WARNING! This process will ERASE the USB thumb drive, so you can't have anything on it!

For El Capitan the command line would be as follows, where MyVolume is the name of your USB disk:

sudo /Applications/Install\ OS\ X\ El\ Capitan.app/Contents/Resources/createinstallmedia --volume /Volumes/MyVolume --applicationpath /Applications/Install\ OS\ X\ El\ Capitan.app


Also note that FAT formatted drives will NOT work as a Mac OS boot disk. They must be reformatted to Mac OS X Extended (Journaled) disk using a GUID Partition Table.

To learn more you can head over to Apple's website and read how to Create a bootable installer for OS X. As well as check out a simple walkthrough over on MacWorlds website on formatting a Mac boot disk.