Conversion of external functions or procedures is not supported.
IBM DB2 support external functions/procedure written in programming languages like Cobol, C++, etc.
SQL Server don't support that and so that external functions can not be converted by SSMS. You have to implement that function on your own in an other way.
https://www.ibm.com/docs/en/db2-for-zos/12?topic=function-external-functions