Sorry I can't say for sure I don't have any external drives.
I would have thought that Local Disks would have done it as those external flash drives or HDDs are immediately recognised when connected as installed storage drives for all intents and purposes.
I guess there is one way to test that, try a scan of local disks and see if it does, if not I guess yo will have to try Folder Selection (and just select the drive letter) or removable media (which I wouldn't have thought correct).
Just don't select both local drives and folder options or you could duplicate the scan if external drives are included in the local disks scan.
If you have an eicar test file you could slip that into one of the external drives and see if it is picked during the scan.