It doesn’t have to. UBCD is the operating system. You would boot to that after installing it on a thumb/flash drive. The external HDD would be recognized and you can tell from there if it’s partitioned and formatted. If it’s not, something happened to wipe the partition and you’re not going to have an easy time of recovery.
Just remember, data is never lost unless the disk is physically destroyed or degaussed. There are always ways to retrieve data.
Can you point me to a reliable site to download it?