You don't technically "format" a disk but rather you format partitions.
If you're using RHEL/Fedora/CentOS or some similar Red Hat variant you would use the fdisk
From the sounds of your post, you already have a Windows partition on the external drive you are trying to format.
To see all the media that your OS has detected:
Once you find the drive that you want to partition:
This will take you into a menu that will show you a whole lot of information about the selected disk; and you can then proceed to add/delete partitions on the disk.
A very good example of using fdisk can be found here
I must caution you though when using fdisk; it will literally do what you tell it to; which can be disasterous if you are not sure of what you're doing. Thus it could easily for example delete your /boot partition or even your / partition.
I suggest you read the tutorial and post the output of the fdisk -l
here - so we can assist further.