How to copy (or send to) at one go all desktop icons onto my External Hard Drive?

I have managed to copy them on the drive one-by-one, but this is too time consuming.

I tried highlighting them all at one go on the desktop to send them to RECOVERY (D) on my external hard drive, but this did not work.

I am using a laptop and Windows 10.

Thanks in advance for your kind help.

Joe Busuttil