Hi, I'm Rodrigo and I will help you.
To scan external driver with Windows Security, open the File Explorer, Right-click the drive and select "Scan with Microsoft Defender".
It will open Windows Security with the Custom Scan option selected.
or
Open Windows Security from the Start Menu > Virus & threat Protection > Scan Options > Select Custom scan.
In both cases, select "Scan Now" > it will open a window to select the location you want to scan, select the drive and select "Select Folder" and it will start scanning.