As an experiment, I formatted three 32Gb partitions and one 400Gb NTFS partition.
I then plugged the drive into the eSata port. It didn't see any of the partions.
I then plugged the drive into the USB port. Sure enough, the three 32Gb partiions showed up, and I am able to read and write data without a problem.
I then decided to plug the eSata cable back in and formatted the disk using the built in format command.
Sure enough, once I did that, I was able to read and write data to the drive through eSata. But when I plugged the drive into a windows machine, it had killed my three 32Gb FAT32 partions and I was left with a 1.9Gb FAT32 partioned, a 494 Mb of unknown type, and a 469Gb partition of unknown type.
None of these partions could be mapped to a drive letter.
Given that the N3200 is a linux based device, I suspect that when the drive is formatted using the N3200 its creating a linux file system (probably ext3) and not a FAT or NTFS one. Hence when you then plug in the drive into a windows machine it tells you that it doesn't recognise any of the contents and prompts you to reformat. You could try installing some Linux file format tools on to your windows machine and it will then probably understand the file system on the drive.
If you instead format on the windows machine (as FAT16 or FAT32) and then plug the drive into N3200, the N3200 will probably be able to read/write to them, as the linux install in the N3200 has probably got the required software to interpret the FAT16/32 file systems.
However, if you format it as NTFS (under Windows) the N3200 probably won't be able to read the disk, and even if it does it almost certainly won't be able to write to it. This is (AFAIK) because MS own the NTFS file system and so if you want to use it you need to license the tools. I doubt that Thecus have, and so NTFS is not supported. FAT on the other hand is more open and not 'owned' by M$.
So you have 2 choices if you want both your Windows machine and your N3200 to be able to read/write to the disk;
1) Format it on the N3200 and install some linux Filesystem utilities on your windows machine. Good, but if you wanted to take your disk around to your mates house, he might not be able to read from it.
2) For mat the drive on a windows machine using FAT16/32 only (not NTFS).