A proposed fixed-target experiment at the CERN SPS accelerator to search for hidden particles, will be presented. In particular, it will search for Heavy Neutral Leptons (HNLs) produced in charm decays. HNLs are right-handed partners of the Standard Model neutrinos. The existence of such particles is strongly motivated by theory, as they can simultaneously explain the baryon asymmetry of the Universe, account for the pattern of neutrino masses and oscillations, and provide a Dark Matter candidate.