Can’t Copy Large Files in Windows to External USB Drive

Why We Can’t Copy Large Files in Windows ?

The problem not some sort of copy protection but that the file being copied is too large for the file system to manage. The Windows File system allows to format a hard drive in two different file systems: FAT32 and NTFS. These file systems differ in the size of file they can handle. FAT32 can only handle file sizes upto 4GB in size.
Hence, if you are trying to copy a 4gb+ file onto your FAT32-formatted hard drive it won’t copy giving you an error.
So, to copy files larger than 4GB, make sure that the file system on the hard disk you are copying to is NTFS and not FAT32. Portable USB hard disk drives (by default) come formatted as FAT32 for stability with most OS.