A:
If you are using it with something like a camera or other embedded device check with the manufacturer. They should have a list of compatible SD cards they have tested or at least tell you the required specifications of the card. The device should format the card for you.
With other devices, like a Raspberry Pi you will need to get some tools to properly format the card before using it. You may also a disk imager (if you are loading an OS image). Here is a a link to program called SD Formatter as well as a Win32 disk imager:
https://www.sdcard.org/downloads/formatter_4/eula_windows/
http://sourceforge.net/projects/win32diskimager/files/latest/download