A drive from a Windows PC is almost always NTFS, and macOS treats NTFS as read-only: you can open and copy everything off it, but not save onto it. Finder shows the drive with a small "read only" note in Get Info (⌘I), and the pointer refuses drops.
Three ways out:
- Copy the files to the Mac first, then send them the other way on a drive formatted exFAT, which both systems read and write. Disk Utility → select the drive → Erase → Format: exFAT. Erasing empties the drive, so copy first.
- Send the files over the network instead: a Windows PC's shared folder mounts read-write in Finder (connect to a network drive).
- NTFS write drivers exist as paid third-party extensions. They hook into the file system at a low level; a network share or exFAT is the safer habit.
A drive that is exFAT or FAT32 and still refuses writes is usually locked with a physical switch on the drive, or was not ejected properly on the PC; plug it back into Windows once and eject it there.