It's won't be "plug & pray", since most devices like this are formatted for NTFS. As CanadaRAM says, go into Disk Utility and see if it shows up there. If so, you will have to delete the existing proprietary Windoze only partition, and replace it with an HFS+ partition, and format it. Then it will be ready for the Mac.
If you need it on both Mac and Windoze - then you can either format it FAT32 (on which there will be file size limitations), or you can create two partitions, and have half for Mac and the other hanf for Windoze...
Some MacBooks have underpowered USB ports, so you will either have to run the enclosure off a wall wart, or use the special Y cable to plug into both USB ports. Normally, if power is a problem, you will get a USB Over Power error box on your screen. So I think the problem is more likely to be formatting...
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