Every operating system comes with an appropriate utility for partitioning hard disks.
To create a logical volume you must of course first create an extended DOS partition, since the logicals are contained within the extended partition. This is one reason why third-party partitioning programs have been so successful. It will first show the primary and extended partitions and then ask you if you want to see the logical drives within the extended partition. Some genius at Microsoft, however, decided not to call it FAT32 within this program. This way you can use it when setting up new hard disks.