Wanting to move some audio files off my computer.

I am on a 2020 MacBook Pro using Ventura 13.4.1. I have about 250 recordings I made of meetings and imported into my Music Library. I'd like to move them to a separate Hard Drive and then delete them from my Music Library. I'd like the files archived but I don't use them regularly and I'm trying to clear out more space on my computer's hard drive. I've copied a test file to the hard drive and then deleted it from the Library. When I open the file on the separate hard drive to play it, it opens it again in the Music folder to play it. Do I need to convert it to another format first? How do I do this?