The hard drive is entirely internal. The only thing you can see on the outside is a LED light that lights up when the hard drive is in use. On the inside you can't see much more.
The hard drive is a rectangle about the size of a medium paperback book. It's about the same size as the 3½" floppy drive.
There are two connectors on the back end - one for a set of colored wires to the power supply and one for a 40-pin ribbon cable to the motherboard or to a controller card.
Connecting things backwards inside a computer is sometimes possible, even though good design would shape the parts so that they'll only fit one way. But just because it's possible, doesn't mean it's not damaging to the devices connected. So be careful. If the connector has a pin marked as "1" (you may need a strong light to see), it is important that you plug the cable in the right way!
There are also some pins which can be joined together with a jumper. This is a little piece that slides over two pins at the same time. Placing a jumper over pins closes the circuit, changing the path of the electricity. Different combinations of open and closed jumpers are used depending on whether you have just one hard drive or more than one. You need the manual for the hard drive to know for sure how to set the jumpers.
Keep all manuals until you get rid of that piece of hardware. If you trade or sell it, be kind and send the documents, too. It can be hard to get replacements.