You will need a program on both sides at least from what I have found.
Mac can't read NFTS, and windows can't read mac. However, on the external drive, just format it FAT32, and both programs will be happy. Believe it or not, windows won't format to FAT32 anymore, (win7 and up) so you will need to format the external drive from your Mac Disk Utility. Mac calls FAT32 MS-DOS, but it's still FAT32.
On my Mac's I run Paragon's NTFS for Mac software. On both of my Macbook's I have the internal drive partitioned into a Mac and bootcamp drive. The Paragon software will allow me to write to the bootcamp drive when I am booted up on the Mac.
On the flip side Mediafour has a product called Macdrive. This works just the opposite, so when I am booted into Windows, I can write to the Mac partition.
Both programs work flawless and have never given me a whip of trouble, and both have very good tech support when you have questions.
Paul C