If you are running Windows 7 or 8, it should be plug and play. Power off, make all the connections (data and power) and power up. You may have to format the drive to use it.
CorkyG is spot on - open disk management it should show up as a distinct physical volume. Right click (if unallocated) and create new simple volume ... then partition as you choose.
WOW people are fast in this forum !!!
My back-up drive is an GPT, NTFS formatted 3 TB external drive, all one volume.
Win7 Ultimate 64bit mounts it just fine as a 3TB volume.