First, I have no idea whether the drive is in an appropriate format, or whether it will be recognised when adapted to USB in a caddy (these things are notoriously unreliable outside the Windows environment the manufacturer will have tested them in).
That aside, you should at least have the "Move/Copy" option on the list when you select a file (MEDIA button) and press OPT+. Select that and what normally happens is you are able to navigate the folder structure, with "HDD (My Video)" at the top of the list and any connected drives below it.
Navigating down the My Video structure will give you a "Move" option on the red button, navigating any USB drives changes that to "Copy".