The hard drive adapter requires power from your system's USB port. Although you can plug in any standard SATA drive, USB ports only supply a limited amount of power and are not able to power all of the SATA drives plugged into the cable.
As a general rule, the hard drive adapter only supports 2.5 in. hard drives (HDD) and solid state drives (SSD). 3.5 in. drives typically require a 12V power connection, which is not provided by the USB port or the hard drive adapter.
The power capabilities of the USB port combined with the power requirements of the attached drive will determine if the hard drive adapter will work in your setup. The power (in mA) supplied by the USB port must be greater than the requirements of the drive.
If you are using a USB 2.0 port, your port will only be able to supply a maximum of 500 mA (0.5 A). If you are using a USB 3.0 port, your port will be able to supply a maximum of 900 mA (0.9 A).
You can usually find the power requirements of your drive in the technical specifications on the label of the drive or on the manufacturer's website.