You'll get much more specific advice if you mention:
What's your operating system?
Are you adding the RAID array as an additional "data array", or are you going to put your operating system on it?
Are you going to use a RAID hardware controller (either built into your motherboard, or on an add-in card), or are you going to use software RAID (built into your operating system)?
RAID 0 (I assume) or RAID 1?
Generally speaking, you first create a RAID array on your PC, which appears as a single, empty, "Disk". Then, you partition the disk into volumes and then format them.