so far you have windows and Mint, if your HDD/SSD is large enough you can install another on to that in the same way you installed MINT, if you want it on an external drive, then install it to that drive in the usable manor [as an iso full installation] if you just run your pen drive in test mode nothing you do will be saved,
to access the external usb drive you have basically 2 options, plug it in open short boot and select from there, or change the boot order in your bios/UEFI to USB first boot, then if the external drive is plugged in when you boot it will automatically boot that one, if no usb drive is found [not plugged in] when you boot then the machine will default to booting grub from the main drive for you to select what to boot.