To expand a bit on the comments from LaPastenague.....
Click the Time Machine "clock" icon at the top of th escreen
Select Time Machine Preferences
Click the Options button
Click the name of the external drive to highlight it
Click the - (minus) button at the bottom of the Excluded Items list to remove the drive from the list
Now the drive will be backed up along with your Mac on the next pass from Time Machine
Here, I am assuming that the drive has been previously formatted for Mac in Mac OS Extended (Journaled)