Welcome to the Community.
You will first need to partition/format your hard drive in order to allow file storage features:
http://wdc.custhelp.com/app/answers/detail/a_id/3865/
Afterwards the device will work as a regular external drive or flash drive, which means you will be able to drag and drop your files into your WD Passport.
As an alternative, you can enable automatic backups via Apple Time Machine:
