Saving data to external hard drive

I want to make sure that I am saving my data/photos/music correctly on my external hard drive.  I usually plug in my hard drive then plug it in the computer.  I open up the icon of it on my desktop.  then I drag my files to it.  Is that correct?  If so, will you list the steps for me so that I can refer to them in the future?

That sounds right and when you are ready to disconnect, you drag the icon to the Trash can turned Eject and wait for it to unmount and then physically disconnect.
What your doing is manually backing up files to a storage drive and it can be used to transfer files to other Mac's or PC's.
Now of course is the problem of the format of the external drive and what you intend to do with it.
For instance the format your using now is likely just fine between Mac's and PC's for under 4GB sized files.
But once you have a large movie or something else to copy that's over 4GB in size, you might run into problems and need to get a copy of the data off and right click format the drive exFAT on a Windows PC (the oldest one you connect to)
So I suggest you read all about drives and their formatting here
Drives, partitions, formatting w/Mac's + PC's
Also learn about other various backup options like TimeMachine and bootable clones.
Most commonly used backup methods

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