Hello Roberto,
Blue LED light indicates that there is power connected, so you wont be able to determine if it is working or not by looking at the LED
To help determine what problem is accruing, please try the following steps
1. Make sure that all cables are connected
2. Ensure the SATA cable is not damaged, you can change it to a 3.5-inch wire to test
3. Try with another good hard drive to test