(Sorry, HP posted first, but I'll post this anyway)
USB hard drives should just make themselves available as soon as you connect them and switch them on. You will be able to access them just like any other hard disk, using a file manager to drag and drop. They will be supplied already formatted and ready to go.
However, I don't personally like USB hard drives, particularly if they take their power from the USB port. A more rugged and reliable alternative is a NAS (Network attached storage) device which connects via ethernet. They are just as easy to use. However they are a bit more expensive.