Problem with WD mypassport wireless pro 3tb

I have a WD mypassport wireless pro 3tb. When I transfer data from my iPhone to this they all display a ? In the file. I’m thinking is this a hard drive file format on the drive that’s not comparable with iOS. Is this correct?

I suppose basically what I need to know is has the iPhone images downloaded to the ext drive and do I have to read them on the drive by my Mac. With the latter I can’t go back in using the mycloud app on my iPhone and open the files?