Copy Backed up Data to external USB drive

I am getting a new computer and all of my data is in Dropbox and backed up to My Cloud drive. I purchased an external USB drive and would like to copy my Dropbox data to the drive through the USB 3.0 connection, not over my LAN which would take forever.

I plugged the external drive into the My Cloud, but I don’t see it on WD SmartWare or the network. How do I copy my Dropbox files to the new external USB 3.0 drive?