Connect to what? Format? File storage size? Inserted correctly? Info, we need back ground info in order to provide a possible solution to a problem. First define the problem.
What SD card? The one that came with the H or another? Have you tried the SD card in a laptop or PC to check function? If it's the card that came with the H and you have yet to use it, insert it in a computer and copy all the files that are on it to a new folder on your computer. You want to save those files. After that format the card and try it again. FAT32 or ExFAT are both fine.
If you are trying a different card, try formatting it first. If it's a dubious brand, super high storage capacity card, it might just be a crap card.
We must have been typing at the same time. You can format in the ST-16 if you absolutely must but I strongly suggest getting to a computer first. Delay that first flight or fly without the card. Optional, pick up another card until this gets straightened out.
You want to keep a 16gig card on hand for firmware stuff. The ST-16 often won't recognize a larger card. U3 or Class 10 for speed. You want ultra fast write speed, 80mbps or higher. Camera can handle up to 128gig but 64 and under generally works out better.
To add to what PatR said, for the SD card you use in the camera, if you plan to shoot 4K video, it must be Class 10, UHS-I or II, but must important, it must be U3 speed. Most typical Class 10, UHS-I cards are only U 1. That's not fast enough for 4K video.