While the Mac can use a hard drive formatted for Windows, some features may be limited. So it's a good idea to format a new hard drive specifically for macOS.

To format a hard drive before you start using it in Windows, use the Disk Management utility; on a Mac, use Disk Utility.

Mac 911 How to format a USB thumb drive for both Mac and Windows The Mac/Windows-compatible ExFat format allows larger file sizes than the old FAT32.

This CNET TV video gives you step-by-step instructions on how to set up your external hard drive so it can be used on a Windows machine and on your Mac.