Dell external monitor not recognising external hardrives

I recently purchased a new Dell monitor which I'm connecting to my retina MacBook pro via a thunderbolt > HDMI cord (thunderbolt in mac HDMI in monitor). The monitor has USB 3.0 ports on the back of it and when I connect external hard drives they light up and I can here them spinning, however they don't show up in my finder.

Is there anything I can do so that they can be recognised through the external monitor? I would like to connect a hard drive and use it as my time machine.

Thank you.