You will find that your external disk is formatted NTFS, which is read-only on the Mac. This is a Microsoft problem, as they are not sharing the information for writing to that drive, or any way to modify files, except from Windows.
You can re-format the drive as a FAT32 volume, but then you will have file size limitations, and degraded drive performance - but you can then use on both systems. Or, you can format the drive as MacOS Extended from your Mac, and use MacDrive software on your PC to access the drives. But, MacDrive is not free.