Kind of like a USB drive:
You plug it in, and there might be a short driver installation (if there is, it happens automatically and the drivers are in the hard drive so you don't need to be connected to the internet either)
Once that's done it shows up like this:
So yes, kind of like an USB drive, but not exactly the same.
Oh and you have to be sure to eject the drive before unplugging it because it uses physical disks unlike USB flash drives, so suddenly unplugging it without safely ejecting it first could cause some real damage.
Rome 2 is probably going to be much higher spec than Shogun 2, but you can handle it. Maybe not maxed out, but definitely acceptable in medium-high-ish settings.