Hey Davis,
I'm a bit lost, not much info.
You can set the disk but did you turn Time Machine on?
Check if there's any disk excluded.
If your using a laptop it does not backup unless it's plugged in.
If it isn't already, attach the hard drive directly to the mac.
Click the time machine icon in the menu bar and click "Back Up Now".
Those are a bunch of little things that may be wrong. I don't know how many apply but hope it helps! 🙂