WD To The Rescue

Apologies as I am so busy and left my blip too late. My new Westen Digital 2 TB external hard drive came today....all these new gadgets ...confusing for a blonde...
Still its running now I just have to transfer files when I get time.
If anybody who is in the know and there will be a lot of you...er do I leave it all plugged in and switched on ...and if I do that will it turn off with pc?
Help...