I assume that you used the Microsoft tool to create an install media for Windows 10 using your HDD as that tool?
That would make sense since using that tool since Microsoft warns to use an empty USB stick or DVD "because any content on it will be deleted."
If you just want the space back now (and are willing to lose the downloaded installer), use diskpart to clean the drive as follows:
(with the drive attached to a Windows machine open an elevated command prompt window by right clicking on command prompt and selecting run as admin, and enter these commands)
diskpart
list disk
select disk n (where n is the external drive with the issue)
clean
list disk (just to insure you are still on the desired disk, it will have an asterisk next to it)
create partition primary
select partition 1
format FS=NTFS label=<enter the name you want the drive to have here, without the <> marks>
assign letter=<enter drive letter here that you want to use>
exit
HERE is a complete diskpart syntax guide.
If you want to use it as the Windows installer so you don't have to download again, then install first, then go through the cleaning process.