You need a 2.5" to 3.5" IDE-adaptor.
It's a common-item for sale in computershops.
I'm sure you find it on ebay for less
One note: The PSU of your Atari needs to be 1.5 Amp if you want to drive a HD from it.
The 'standard' 1 Amp XE-style PSU is to weak and will burnout or thermical shutdown.
The older XL-type PSU have 1.5 Amp (or more) and do fine.