On Mac OS X: First, on the backup tab, click the button for showing hidden folders and files (along the top.) When this is enabled, you'll be able to go to the very top (root level) of the file system and see "/Volumes". External hard drives will be available for selection from there.
On Ubuntu and Debian Linux: Within the backup tab of SpiderOak, make sure the toggle described above for hidden folders and files is enabled. The external drives can show up where ever they are mounted within the file system, typically under /media.
On Windows: External drives just show up as additional drive letters and can be selected like local drives.