What is Mac's equivalent to Windows Explorer (file manager not internet explorer)?

Have just migrated to macBook Pro from being a windows user for years. I don't trust backing up my important files to Cloud and would much prefer to back them up to an external hard drive as I used to on my Windows laptop. How can I do the same in my MacBook - I just want to 'right click' on a folder called 'documents' and copy everything over to the external drive. Can this be done?

It's called Finder and yes you can copy your documents to an external drive.  The drive icons on the side of your desktop invoke finder windows.  Inside are folders which can be displayed with details or icons.  You can drag and drop just like windows.
If you don't have drive icons on your desktop then click anywhere on the desktop and look at the top menu bar.  It will say "finder", now use the menu to select finder then preferences and turn on the icons.  You should also have a square blue "smile" icon on the dock which invokes finder.

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