Transferring data from External HDD

Is it plugged in?

It probably needs to be formatted first. Use the Disk Utility.

either slide down to the bottom left of any Finder pane and you should see it listed under 'Devices' at the bottom

alternatively

Finder/Preferences/General and check the box what says: External disks.

now you should see it, irrespective of how it's formatted

Open up Disk Utility and see if it's listed in the side bar. At least then you'll know if your Mac is even aware something is plugged in.

And based on the wording you used, I assume your friend put stuff on the external drive for you to transfer to your computer? Do not format it otherwise it will delete the files on the external hard drive.

On my new Macbook Air, "Devices" weren't selected by default to show up in the finder sidebar for some reason. Maybe that's your case, too.

You can double check by going into Finder, then Preferences > Sidebar and make sure everything under "Devices" is checked.