@thewrongtrousers batocera uses an EXT4 partition (That is a different filesystem)
You can insert your SD to card reader and put roms there… but you would have to mount that partition first, to work with it.
Now, if you have linux - that would be the easiest way, as ext4 is its native file system. Chances are, if you are using something like ubuntu it will just automount via file manager app.
Windows 10 does not support EXT4 out of the box, but that can be done using WSL2 (windows subsystem for linux) - read here: https://devblogs.microsoft.com/commandline/access-linux-filesystems-in-windows-and-wsl-2/
You could also install Linux on a VM (but that’d be also some headache)
Other option would be paid solutions like Paragon ExtFS, but most of these are rather pricey. Afaik, all existing free solutions do not support writing Ext4 filesystems. Btw, ExtFS in trial mode does not physically apply file changes to disk.
The manual does not recommed formatting external partition to NTFS, as there are limitations (as I understand, some ROMs might not play cuz they won’t have access to filesystem), but you could try that too (I tried and it worked OK for me megadrive).