If you want to make partition or want to create a new partition in your removable disk or pendrive I have a best way to do it which makes very easy. you can make partition in your hard drive also.
Just download EaseUs Partition Master from it's official website yon can Google it. It is free for Home PC or laptop. Since windows doesn't support the partitioning on flash drive or removable disk So you can not see the another part but it will be shown in other OS.