Transferring single files to WD Passport 2TB

I have the WD Passport 2TB and want to use it with my Mac. I’ve installed what I can see to install and have sorted out how to back up the Mac through Time Machine. Mac is fully up to date.

How can I transfer single files (like movies) across to the hard drive and be able to access them on other computers?

Are you going to use this in a windows PC also? For you to be able to do that the drive should be formated to fat32 and time machine is not compatible w/ fat32.