For you to be able to store a file greater than 4GB in size, you'd need to reformat the drive to either ExFAT (file size is limited to 16EB, or 16 BILLION TB) or a MacOS partition format (called HFS plus, file size limited to 8EB, or 8 BILLION TB). FAT32 limits file sizes to 4GB and device sizes to 8TB.
This is a typical partitioning format that is supported by practically all computers (windows, linux and mac os). The drive is most likely formatted as FAT32 system.