The box is pretty versatile. It supports all of the following:
ASF, AVI, MOV, MPEG-1, MPEG-2, MPEG-4, VC-1, VP8, VP9, WEBM, WMV9, XviD, DivX, H.263, H.264, H.265, HEVC, M-JPEG, M2TS, MKV
I have not connected an external drive to play a video but given the supported formats I would be shocked if it wouldn't play them.