The same way you do an internal drive. You create a partition or partitions, open your partition editor on whichever system you are using, select the partition or partitions, unmount them and then select the option to format and then and select the filesystem type.
Your question is about as vague as it can be. You don't indicate which operating system you are using, if it is Linux which of the hundreds you are using, which partition manager you have available or whether you plan on using the filesystem exclusively with Linux. These are all things necessary to explain in more detail.