Photos file copy to external drive fails with bad data; Ctrl-click not working

As Yer_Man says, the instructions you're following are risky-- I think that you left out the part that says to be sure you do this only on a backup copy.

And repeating from Yer_Man, how is your external drive formatted? To avoid damaging the Photos Library an external drive must be formatted in either APFS format or Mac OS Extended (Journaled) format. The drive must be connected directly to the Mac by cable, not networked, clouded, NASed, etc. Additionally, the drive can not have had Time Machine on it since it was formatted. There have been so many problems with using incompatible drives that the newest macOSs won't even allow a Library on a non-Mac formatted drive to open, since there is a chance of damaging the Photos database. See this:

Move your Photos library to save space on your Mac           

If this drive is in a an incompatible format, stop running Photos with it immediately!  A Photos Library can sit on an incompatible drive, but running it may corrupt the database.

You might also want to check the permissions for your drive, if you're sure it's properly formatted.  This is not usually a problem, but it sometimes comes up. Click on the drive icon, and open the Info window with command-i. Go to the bottom:

If “Ignore Ownership” is there, then it should be checked.

By the way, Control-click is also right-click.

What macOS are you running? When I control-click on a "Phtotos Library.photoslibrary" type package, I get this menu

I'm guessing you should first try these two things:

• Restart the computer (of course)
• Re-start in Safe Mode. This bypasses certain potentially disruptive processes, and it often helps. Safe Mode is different for different computers, so see this: 

           Start up your Mac in safe mode - Apple Support 

What format is the external drive? It needs to be formatted Mac OS X Extended, Journaled or apfs. It needs to be directly connected to the Mac and not on a network share.

The hard drive is fine.

I’m trying to follow instructions:

it would be better to copy all subfolders of the library individually. This way you will be able to identify the files, that are causing the copy error. To copy the subfolders individually try this:

• Create a new folder on the external drive. Name it "Photos Library Copy", without any filename extension. Then open the library package on your system drive by ctrl-clicking it and using "Show Package contents". Now drag each subfolder individually to the new folder on your external drive.

When I try ctrl click, the ctrl key sends me to the desktop

"Fine" is not a disk format.

There is no version of moving a Photos library where you try and move the constituent parts as described that does not risk corruption and dataloss.