How do I export a shared iCloud album to an external USB?

I wish to archive a shared album from icloud to external USB, and keep the shared album Intact. Using the photo app, if I choose "export selected photos". Does it copy the photos to the external drive, or move them to the external drive?

I also tried using icloud, aND after making selection of photos, it shows download will go to "drive". There's no indication if "drive" is the external USB, or my local iPad drive. Help please. Thanks