The Finder will not allow me to ease my external hard drive

I have an external hard drive, after I plugged it into my Mac it started to back-up my Mac and renamed my hard drive as "backup Harvinder's MacBook" I simply wanted to back up my iCloud onto it but has backed up my Mac hard drive and I cannot even access anything on it, it comes up with errors.

I went on Disk Utility to ease it all off my external hard drive but it won't allow me as "process 340 -Finder" is open.

How do I ease it all off my external hard drive? &

How do I back everything on my iCloud on this external hard drive?