Importing from External Drive into Premiere Pro

[mpenarete12]

I am trying to import drone footage shot in 4k 30fps into premiere pro that I have saved onto an external drive. For some reason, when I try to select the media to import, no files come out. However, if the drone files are saved onto the actual computer hard drive then they appear and I can import them. They are mp4 files. Anybody know why this happens? 

[Peru Bob]

Does the drive show in Windows Explorer?

How is the drive formatted?