When your PC was built, its drive was partitioned with a single partition, allocated the drive letter C, formatted and then had Windows installed in it. All of this would have been done automatically during the Windows installation. A hard drive cannot be used if it hasn't been partitioned first.
What I think you're now asking is whether you should have separate partitions for the Windows installation and for your data. The advantage of this is that, if you needed to clean install Windows again, your data in the separate partition (with its own drive letter) remains intact.