It doesnt matter whether it is Hard Disk Drive (HDD) or Solid-State Drive (SSD) or even a Flash Drive.

Therefore, it is recommended to use a Solid-State Drive or USB type C or Thunderbolt 3, and basically it will boost your workflow in many ways.

Windows On An External Drive Download MacOS Catalina

However, if you are looking for faster source to download macOS Catalina I have provided the link below.

This is an essential step because macOS is not compatible with all drive formats, and it require a its own proper format.

Therefore, open Spotlight and search for Disk Utility, then select your drive and erase the external with the following format and scheme.

It may take a minute or two for the drive to be erased and reformatted.

Windows On An External Drive Software License Agreement

Double-click on macOS Catalina installer Click continue to set up the installation of macOS Catalina Agree to the software license agreement.

Basically, there are two ways you can run macOS on the external drive.

Restart your mac and hold down the Option Key while it reboots.

Now you may see the external drive you installed macOS Catalina on it.

The second thing you need to is erase the external drive with macOS Extended (journaled) and GUID Partition Map.

Once it is ready you are good to run macOS Catalina on the external drive.