Why don't I have a Lock Icon available to me on an external drive?

Hi.
I will first off beg your forgiveness, as I am very new to iMac.
I have been using PC for quite some 20 years, but I am having difficulty with Finder and it's peculiarities.
My main problem is that there is no lock icon available to me in the "Get Info" section, when I go to place files on an external drive.
Despite being the administrator of this particular iMac, I only get "you can only read" in the Sharing and Permissions section.
I can find no function to allow me alter this situation.
Can anybody please help me?
Thank you.

Since you're a newcomer to the Mac, see these:
Switching from Windows to Mac OS X,
Basic Tutorials on using a Mac,
Mac 101: Mac Essentials,
Mac OS X keyboard shortcuts,
Anatomy of a Mac,
MacTips,
Switching to Mac Superguide, and
Switching to the Mac: The Missing Manual, Lion Edition.
Additionally, *Texas Mac Man* recommends:
Quick Assist,
Welcome to the Switch To A Mac Guides,
Take Control E-books, and
A guide for switching to a Mac.

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