To encrypt an external storage device you will need to plug the device into the machine and a pop up window will appear showing the following options.

click the option which allows you to encrypt the drive, it will then prepare the drive for the encryption, this make take some time depending how much data is on the device.

After this it will ask you to enter a password and to re-enter the  password, this password will be the one that is used to open the device to see all the files.

After this it will then encrypt the drive and it will all be complete.