I downloaded the AppImage file from the GitHub Repo and I did check that my USB Drive is connected which I can access it through my File Manager as well as Gnome’s Disk Utility.
Oddly, when I tried to set an directory for Movies and TV-Shows in MediaElch, it acts like I hadn’t plug my USB drive.
Using Kodi on Rasberry Pi, I was able to open USB Drive’s directory so I wasn’t sure if it related to AppImage for some reason not detecting it.