Restore files from external hard drive windows 10

Hi,

I need a help please on how can I restore files from external hard drive to windows 10.
I searched on google on youtube, but I am unable to follow along. I am not getting the option add drive in the settings - Update and Security - Backup. I tried steps to create a system restore for files for external drive in windows. I am unable to find the location of that folder.

Can someone please help on how to go about it? Can I right-click on the folder from external drive and chose send to documents? Is it right way?

Thanks in advance for you help.