Most external drives come pre-formatted from the factory with the NTFS file system which is a Windows file system. You don't need to use NTFS. Just use Disk Utility to erase the whole physical drive for use on your Mac. You can format the drive for use with just macOS or you can format the drive to be shared between macOS & Windows. Within Disk Utility click "View" and select "Show All Devices" so that the physical drives appear on the left pane of Disk Utility. Here are the two options for erasing the physical drive:
For using the drive only with Macs:
GUID partition and MacOS Extended (Journaled)
For using the drive with both macOS & Windows:
GUID partition and exFAT
Using the manufacturer's proprietary software installs a third party driver (aka extension) which may fail to work when you update or upgrade macOS so most contributors on these forums advise against using the drive manufacturer's proprietary software.