Sorry that you cannot drag/drop images from internal to external drive within Lightroom.
I have a couple follow up questions to better understand the issue:
The error message basically refers to permissions related issues while moving the images over to the external drive.
This is a permissions problem, wherever you are trying to create this folder, you do not have WRITE permission in your operating system.
Another issue is that people report serious bugs on occasion when trying to move photos from one disk to another inside of Lightroom, and so the very strong recommendation is to move the photos a different way, using your operating system then reconnecting inside of Lightroom. The instructions to do this are in this document, scroll down to the section entitled "Part 2 — Updating Folder Location".