Generally, the new drive will be seen as /dev/hdb (the old one will be /dev/hda). Yes you will need to format, and maybe even partition, the new drive. To dual boot Linux and Windows you will need either GRUB or LILO, look up 'grub bootloader' or 'lilo bootloader' for more info on those.
Every distribution is different in its installation method so it would be best if you found and followed an installation guide for your choice.
Last edited by Baix; 08-12-2005 at 12:55 AM.