In answer to your Question there the answer is Yes the Data is Gone.
What has most likely happened here is that removing a HDD without first choosing the Safely Remove Option has resulted in damage of the Partition Information on the HDD. This has effectively rendered the HDD Blank making it unreadable and the Data Stored on it unreachable.
You can chose to format the Drive with the Format Option and it will most likely work again but if you persist in unplugging it without using the Safely Remove Option in Windows this will just happen again more likely sooner rather than latter so you will be back in the same position fairly quickly.
If you absolutely need to recover the Data on this Drive you need a Data Recovery Program and these are not cheap. If it is Important Data on the Drive that must be recovered send the Drive to a Data Recovery House as it will be cheaper and a more likely full recovery achieved before you mess with the Drive and destroy any chance that you had of recovering the Data on it.
If you don't have Sensitive Important Data on the drive you can try a Data Recovery Application to attempt to recover some of the data on the drive. Here is a short list of some of the currently available Data Recovery Applications currently available but it is by no means a complete list of everything available.
http://tinyurl.com/273ay5
http://tinyurl.com/rmvrv
http://tinyurl.com/yvrsl
http://tinyurl.com/yyk8cm
http://tinyurl.com/382vm
http://tinyurl.com/ynwnel
http://tinyurl.com/nc4kx
http://tinyurl.com/2wox7l
http://tinyurl.com/374d8b
http://tinyurl.com/djw6u
http://tinyurl.com/f73se
http://tinyurl.com/8bd3f
http://tinyurl.com/afu2j
While the last 2 are from the same company they are very different products. Win Hex should only be considered for use by someone who knows Hex Inside Out while Davory is a great cheap General Purpose Application.
Personally I prefer the On Track Option but it's anything but cheap. However because I use this type of software a lot it's paid for itself many times over by now, for a cheaper option Spin Rite from Gibson Research or Stella have both very good reputations by other TR members.
Col