Can I install Tails on a WD My Passport? And also will the information save, or do i lose it upon shutdown?
It looks like it will probably work, WD USB HDDs appear as a USB drive which should allow the Tails installer to install onto it.
To start the Tails installer, you'll need a working Ubuntu, Debian or Mint based Linux distribution or another USB with an intermediary Tails device already installed. Follow the guide on the Tails website
The Tails installer will create a new partition table, effectively destroying all the data on the device (N.B. It would still be recoverable, just not accessible through normal means, not forensic destruction). It would then partition off enough space for the Tails OS to be installed onto, formatting it as FAT32 and leave the rest of the device as unpartitioned space which you can setup as encrypted persistent storage if you choose to.
As to if the information will be lost on shutdown, yes, the majority of it will (and should! eliminate the state, etc). You can however use and configure the aforementioned encrypted persistent storage to allow configurations, cryptographic key material or other files to be stored such that they will persist after a reboot. For more details, see the Tails documentation linked above.
Worth considering is that if this is a magnetic spinning platter (HDD) and not an ssd or flash memory you may find data access to be painfully slow. YMMV.
yup! I think you'll need to partition that hard drive first though, assuming you are storing other things on that My Passport drive.