OSX must use some of the primary disk as swap... How else does it save the RAM to the HDD when it goes to sleep?
But no, I don't think any sane OS would use USB-type external HDDs for swap. It can too easily accidentally be disconnected and that would be problematic.
If you are comfortable with mucking around the OS (e.g., at least intermediate+ level Unix knowledge) you can move the swap space to another partition. See
to get started. There are other resources too, if you want to search for moving the swap.
It is too much trouble for 'normal' users and the OS manages swap just fine, so it is better to leave it alone unless you have some very specific need.