As it is a new drive, you should not have anything important on the drive.
Right click the drive and pick remove partition. This will warn you that you will loose everything.
The drive should now say "unallocated"
Now right click the drive again, you should have 3 options.
New partition, properties and help.
Pick the new partition, this will start the wizard. Don't forget to format the new partitions and make one active.