Moving from Downloads folder to external hard drive

Hi everyone

I've finally made the move from windows to Mac and it seems I'm stuck on something that should be really straightforward. I have downloaded some files to the download folder and when I try and move them to my external hard drive it doesn't work. I have tried copying and pasting (i.e. command+ V and option+command+V), and also the "move file here" is greyed out. When I try to drag and drop there is a grey circle with a line through it. When I created a folder on my desktop I was able to drag them from the downloads folder to that new folder, however.

I'm sure there must be a simple answer to but I haven't been able to find anything online to help me solve this. Can anyone give some guidance on what I need to do? I feel like this is MacOs 101. Sorry.