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You can surely install Ubuntu on your external HDD without issues. You would need to make it clear if you would want to boot your system from it or would connect it just when you need to boot Ubuntu.
The procedure for installing Ubuntu would be similar. While selecting the destination drive, make sure you select the correct destination drive. And that would do it. While the basic default installation will install grub on the MBR of the same drive as Ubuntu, you would not be able to boot windows with this. You will need to edit the grub configuration.
For that, you will need to change the grub installation destination to internal hdd MBR. And then edit it for Ubuntu.
You could just format the drive and boot into you ubuntu disk and then install it to the drive though i dont know if that would affect you windows booting it may replace your windows boot with grub but im not sure.... never tryed it...
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