Hello, & Welcome to Tom's hardware!
You need to tell us a little more about your external HDD, size & model #, adapter type (USB, Firewire, eSATA), etc.
If it is a USB as most are now, you should just have to connect it with the appropriate cable and power it up. If it hasn't been partitioned and formatted, you need to go to Computer Management, then Disk Management, and click on the Drive in the lower graphical area.
You need to first Initialize the drive, which adds the Disk Type (Basic or Dynamic), Disk Signature, & End of Sector Marker (Signature Word). Then Partition the drive into a single, or a couple separate partitions depending you it's size and intented use, and finally format it with NTFS. In that process you can assign it a Drive letter, and Volume friendly Name.
When complete, it should be ready for use.