How to plug in an external hard drive?

I just bought a 3 TB Seagate external hard drive for my PS4. I assumed that simply connecting it to the PS4 would work, but the PS4 can't read it. The hard drive came with a plug, but I don't know to connect the part with the prongs that go in the socket to the thing which holds that part (it won't fit on). How do I do this and do I need to turn on the external hard drive on somehow?

Note: The external hard drive did not come with instructions.