When referencing a computer case design, an external drive bay is one that is accessible from outside the computer, such as a drive bay that houses an optical drive (CD or DVD). An internal drive bay is not accessible from outside the computer, such as a bay that houses a hard drive. There is no need to have physical access to the hard drive so it does not need a "door to the outside" like a CD or DVD drive.
then we connect it with external usb device
Of course it would. If you are copying your C Drive onto an external drive, then are copying it to an external drive, aren't you?
As long as you have an open bay of the right size, just the hard drive is all you should need, maybe two screws. If you don't have an open bay, you can use an external hard drive that just plugs into a USB port.
You can purchase form factors (minus power-supply) for as low as $32.00 US
The volume label of an external hard drive refers to the string, which shows before the drive letter if you were to look at the drive using My Computer. For instance, if it is written External Drive:E, then the label is External Drive.
The fastest type of external hard drive would be a external 3.0 USB hard drive.
external bay
You can use the universal kit to sexly fit the hard drive into the drive bay.
To completely clear your external hard drive: On Windows: Connect the drive to your PC. Open File Explorer, find your drive under "This PC." Right-click on it and choose Format. Select a file system (NTFS or exFAT) and choose Quick Format (or leave unchecked for a full format). Click Start to erase everything. For a more thorough wipe, use software like CCleaner, Coolmuster Data Erasure, or DBAN to overwrite the data so it can’t be recovered. On Mac: Connect your drive to your Mac. Open Disk Utility (Applications > Utilities). Select the drive from the list and click Erase. Choose your file system (Mac OS Extended or exFAT). Click Erase to format it. For secure erasure, click Security Options in Disk Utility to overwrite data. Just make sure you're erasing the right drive, because it's permanent!
You can certainly move Windows to an external hard drive but Windows will not boot directly from an external drive. If you are running Windows in Parallels (See links below) you can have Parallels installed on the Mac's drive and then have your Windows virtual machine on the external drive.
Universal Bay Kit
I've been looking for the same thing. Here's what I've come up with: http://www.xpcgear.com/dualbay.html