I want to backup my iPad Air to an external hard drive. How can I do this..

At present, native iOS/iPadOS backup and restore processes are dependent upon iCloud, or connection to either Windows PC (with iTunes for Windows installed) or a Mac (with iTunes or Finder - as appropriate for the installed version of macOS).

Natively supported methods offer full system backup - consisting of data and device settings.

How to back up your iPhone, iPad, and iPod touch - Apple Support

It is possible, however, to use a third-party App to backup data (not device settings) to a variety of external storage options - including third-party Cloud services, external media devices and network storage. One App that comes readily to mind is FileBrowser Professional by Stratospherix:

https://apps.apple.com/gb/app/filebrowser-professional/id854618029

You would be well advised to review the extensive online Manual and help files to determine suitability for your needs.

https://www.stratospherix.com/products/filebrowserprofessional/filebrowser-professional-user-guide.php

Dlm1954ipad wrote:

Is there software so that I can backup my iPad Air to an external hard drive.

No, it's either to icloud or itunes How to back up your iPhone, iPad, and iPod touch - Apple Support