Thanks for all the information so far.
To answer the questions -----
These are internal drives, although they obviously sit in caddies, which themselves just slide into the caddy holder via the front of the machine. The caddy holder is screwed into the top free space in the computer case and connected to the internal cables for IDE and power (not a USB connection).
I need to shut down Windows to change drives, but I don't need to switch the wall socket off (i.e. mains electricity can remain on). Each drive has different versions of Windows installed, depending upon the other software on that drive, and all will boot up the PC from scratch.
I only have one caddy holder in the PC, so I only use one hard drive at a time, on its own (no master, slave complication).