If you connect the external drive back to your laptop, do you see the files? If yes, then probably the MacBook file system is not compatible with the Windows file system.
Is this the first time you try to move files from your MacBook computer to a Windows computer? If no and if everything worked fine before, then probably your external drive got damaged.
Are you sure that the MacBook file system is compatibile with the Windows file system? If yes and if you'll find that the external drive got damaged, than next time do this process in three steps: first copy the files to the external drive, second verify that you can access the files on the other computer, third delete the files from the source computer.
In principle, you didn't do...