Installing on external HDD: how to partition properly?

Hey guys, quick question. I've got a 1TB external HDD where I store different kinds of data, such as movies, music, documents etc. I've got about 500GB of free space left on it, and I'd like to use some of it for a Kali Linux distro to boot whenever I feel like.

Now, I'm not sure how to properly partition the HDD in order to do so. My aim is to keep using the HDD for simple storage, while having a bootable Kali Linux distro on it. How should I partition the HDD in order to do so?

I obviously DO NOT want to loose any of the data that's currently on the external HDD.

You can use Windows Disk Management to create a small partition out of your external HDD. Assign drive letter to it and select it for bootable USB.