It's quite easy to transfer files from a Mac to an external hard drive. Just connect an external hard drive to your Mac, wait for it to be recognized and mounted, and then drag the files you want to transfer to the hard drive icon lying on your desktop. Once the transfer ends, close the transfer window, safely eject your hard drive, and you're all set!
Bear in mind that only the drive is formatted to APFS, HFS, HFS+, and FAT file systems, you can write files to it successfully. If the hard drive is formatted as an NTFS file system, you cannot write files to it due to proprietary issues. Yet I do not recommend you to format the hard drive, since formatting wipes all data stored on it. You can use iBoysoft NTFS for Mac to fully read and write an NTFS hard drive with ease.
If you intend to transfer everything including the macOS as well as system files to an external hard drive, you can clone the internal drive to the destination drive directly. iBoysoft DiskGeeker is such a wonderful hard drive clone tool that scans your internal hard drive bit by bit and sector by sector, then clones your hard drive to an external hard drive as a backup in a fast and stable manner!