Your backup drive needs to be connected to your Mac.

It needs to be in a format that the Mac can write. Often, new drives are formatted for Windows and are read-only on Mac.

To fix this, use "Disk Utility"

Open the Finder
Click on Applications
Open the 'Utilities' Folder
Double click on 'Disk Utility'

Now select the drive you want to format (Carefully!)

Click 'Erase' in the menu

Pick the format to use (ExFat is a good cross-platform option, APFS is good if you only want your drive to work with Apple products)
Click 'Erase'

Finally - select this drive as a backup drive in FreeFallFilms.

1) Click on 'Settings' from Mission Control
2) Click on 'Drives'
3) Select the relevant drive as a Backup Drive