If I understand you correctly, you are building a system which you intend to boot from an external drive - why I`m uncertain.
You can get external caddies, of various types, for SATA HDDs. The interface for these can be USB or e-SATA. Which you would want to use would be personal choice (unless you insist on staying with a PATA drive).
You would need to ensure your USB ports powered up at BIOS boot if you retained USB as your boot option for the HDD.
I think you will find that when you come to install Windows (I presume you will be installing one of the MS offerings) the OS will do what is necessary during installation.
Having said that, many HDDs are supplied pre-formatted, some NTFS and some FAT32 - less of the latter these days unless as an external drive.