[Kane]

Well plug it in (if it's ordinary Parallel ATA you need to set master or slave)
Make sure the BIOS detects it
Go to Windows
Right click "My Computer" > Click "Manage" > Click "Disk Management"
The rest should be pretty obvious.

 

[Kane]

>Just thought of something else now though. Can I partition a drive if there is already data on it, or do I have to reformat it?

If you want to resize a partition, a program like PQMagic is the key, but if you just want to add another partition where there isn't one (ie: you have a 60Gb drive with only a 30Gb partition on it, not if you have a 60Gb drive with a 60Gb partition that is half full) yes, you can.