If you are in Windows, you plug the drive into your computer. It should be recognized by Windows (or any other OS) if it is formatted so that the OS can read the disk.
Most external hard drives are connected by USB2. Plug the USB cable into your drive and into a free port on your computer.
Other drives can be connected by Firewire or eSata. Each has its own type of port connector.
If you don't have any free USB ports (or firewire or eSata) you can either get a 'hub' - a device that allows multiple connections into a single computer connection (USB), or install an adaptor to receive the cable.
Windows 2000 may require you to install a USB driver. Windows XP and on should be able to recognize the drive if you have the proper connector.
If the drive is formatted, it should appear as a Letter e.g. D: in 'My computer.'
If the drive is not formatted, it will not appear in 'My Computer;' you will need to format it. In XP, it is under Control Panel>Administrative Tools>Storage Management>Disk drives.t. A map of devices should appear.
The unformatted drive will appear under a letter, e.g., D: and be indicated as unformatted. You can use the tools in this service to partition (if you want) and format the drive. After formatting, it should appear under 'My Computer.'