This Problem is caused if your external storage if formatted in FAT 32. So don't get tension it have a very easy solution. Just format your storage in NTFS.
- Right-click on the USB drive or external hard drive.
- Click on "Format".
- Change the type to NTFS.
This can be also done by using the command prompt as, Go to run and type cmd and press Ctrl+Shift+Enter simultaneously which will open command prompt with admin privilege.
- convert drive letter: /fs: file system
Eg, convert F: /fs: ntfs then Press Enter
Done! Now you can fix the issue "The file is too large for the destination file system" and can successfully copy a file larger than 4GB to the external USB drive or hard drive. :)