I'm assuming it's IDE. So take the ribbon-like cable and plug in one of it's connections to the HDD. Take the power connector (it's obvious which one by looking at it) and plug it in. Make sure you secured the drive in the drive bay (in the case) before you connect these connections. Then start up the PC, go into windows, and it should be recognized. If so, just format it and get set to go!
if it doesn't recognize it, then pop in the windows XP CD you have, and create a partition on the unallocated space. Then go into windows again and format it.
If it's SATA you'll be using small little red cables instead of the big ribbon-like cable.