I want to install & run ubuntu (or windows) on an external hdd. When I plug it into a mac it should work and when I plug it into a window it should also work. Can someone guide me through this or tell me if this is possible?
You'll have a problem with installing Windows 8 and above because every time you switch between a Mac and a PC, Windows will detect the hardware change and deactivate itself.
You'll have a different problem with Windows 7 and earlier because of EFI vs Legacy boot loaders on the Mac.
Stick with Ubuntu.