Hello all, I was wondering if there is a device that would allow me to externally connect my old sata hard drive to a new computer via usb or such and transfer files across in windows (as in the device would come up when I click on my computer and I could just drag and drop the files over)
Indeed there is. You actually have two options. One is called an external enclosure, and the other is called a drive dock. The drive docks are a little less permanent, as will become quite obvious when you see one, so you can decide which is the better option for you.
I personally like to have at least one external enclosure around. Never know when it may come in handy for just this sort of thing.
And that item you linked would work, but it's a 3.5", so for a desktop. You didn't say whether you were looking to transfer stuff from a desktop or laptop, but laptops would be 2.5" and the SATA connections are a little different from 3.5", so make sure to get the one you need.