(cp) How to copy a file to an external HDD?

[Amn <amnojeeuw@gmail.com>]

In learning how to create shell script files, I have come across the 
need to move/copy files from one HDD to an external HDD. In MS I would 
just "copy c:*.doc b:alldocs", but in Linux is a bit different. How do I 
do that in Linux?
Any help would be most appreciated.