How do i transfer files between my downloads and my External Harddrive

Hello im new to Mac and wondered how i transferred my downloaded files onto my external hard drive. When i have tried 'drag and drop' i get the white circle with the line through it. help

The only options it gives me are NTFS(default) and exFAT? when it was NTFS i couldnt write to it but could open files on my mac and when it was exFAT it was invisble to my MAC?

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