Go into iMovie's File Menu>Open Library>New... and create a new Library on your External Drive. The generic name is iMovie Library 1. I've called mine iMovie Library External, just to make it clear which Library is which.
Once you've created that, you can then go File Menu>Open Library> and choose it. You can then choose in the Import window where your next Import goes. To avoid confusion, you can close the other Library if you wish.