My WD drive is not showing in finder but I can see it in disk utility with a grey color
As the message said your drive is connected but it's not mounted. I recommend the 3rd party app Mountain which gives you better access to all your volumes. You can mount, unmount, and eject volumes by just clicking. The app is not free but there may be a free trail period. Using Mountain you can mount your volume. 

I am in no way affiliated with this software. I'm just a happy customer.