Cards come formatted. I think it is usually "FAT 32".
I've not had any trouble using Windows Explorer (Win 7) to format SD cards. I didn't know there was special software for it.
Larger cards may be different. The manual will tell you what cards to use. You may need to use SD or SDHC. You might not be able to use SDXC. Each will have the appropriate format when you buy it.
Don't forget to have the "write protect" tab in the right spot.
"Formatting" seems to have at least two definitions. In a computer it can be two things. One, is a slow low level structure process that leaves a blank card that checks for sector errors, etc. The other is a quick erase process that leaves a blank card. The camera it does not do either. It erases what is on the card and creates a file structure to store you photos, videos and camera brand specific information that is used to communicate with the brand specific software that came with your camera.
I suppose one could create the file structure by hand in a computer, but there are better uses of time!