As a rule, this is due to the file system of a hard disk. Apple usually uses a different format than Microsoft. Microsoft's standard today is probably NTFS. You can connect the hard disk to a real PC (with Windows ;) and click on it with the right mouse button and click on "Format...". Then you can choose which file system to use.
With FAT32 it should work. But be careful: FAT32 has a limit per file, I meant just under 4GB (per file!).
New Macs should also support Windows formats, but if changing the file format doesn't help, the problem is probably the USB connection. The best thing is to connect it to a PC (with Windows) and see if everything works.
If you don't want to try it out, there are often hard drives that are already pre-formatted for Mac. Here is a link to such HDDs from Digitec: 
https://www.digitec.ch/de...