You can do this 2 ways:
One way
1. Download EaseUS Partition Master and format the external HDD
Other Way:
1. Use Windows to create a GParted Live USB image (http://gparted.org/).
2. Boot into GParted live and format the HDD.
The way I like
1. Boot Raspbian and connect USB HDD
2. Start a root session
In a default Raspbian installation, the user will be a sudo allowed user, so if your installation is like this, you will have to run:
~ sudo -i
3. Run (as root)
# fdisk -l # -- just like Xialla commented, and identify the disk you are currently going to format. (you can use # lsblk too)
# fdisk /dev/sdX # -- where X is the USB HDD identifier, it may be sda/sdb/sdc... be sure not to use your main HDD/SD Card
// -- In fdisk you create the partition table and HDD structure -- Some useful options are
// option n: new partition
// option d: delete partition
// option t: partition type (you can type L to list all available types)
// option w: write the partition table created
// option q: quits fdisk
Once you created the partition, format it as an EXT4 filesystem.
# mkfs.ext4 /dev/sdX1 # this is: format into EXT4 the first partition of disk X
Note:
~ - Means Run as user
# - Means Run as root
// - Means Comment
You will now have an external USB HDD ready to write info into it.
I would not recommend to use NTFS or FAT32 in a GNU/Linux machine (even though it can be used as well). I only use these when it's totally needed or to access a Windows partition that's NTFS.
I would prefer EXT4 because I think it will performance better than FAT32/NTFS in Raspbian.