If you do, you'll also be reinstalling the operating system. If you don't, you'll just be adding a new drive, and Windows will work normally without being reinstalled. Keep in mind, though, that it's usually a better idea to use the new drive as the primary drive, since it will most likely be faster than your old hard drive. In addition, reinstalling Windows will clean up any digital rubbish that may be slowing the performance of your computer. You do this using a jumper on the back of the hard drive.
Most drives have a diagram showing jumper placement options printed on their case.
The other cable, typically, leads from the CD-ROM to the motherboard. Now the drive should be ready for installation. To install it, you will need a Phillips head screwdriver for removing the case and mounting the drive. Once that's done, plug the IDE cable into the back of the drive. On one edge of the cable, there will be a red line.