The File app is a separate to photos.
Plug in your external drive and you’ll see it as a location in Files.
from Photos select the photos you want to move/copy, then select Files, then a folder in Files, or create a folder.
when done, open files, then you can just move the folder or photos to your external drive which is in locations.
i use a sandisc sdd drive which is super fast and regularly move photos to and from it.