I have a similar setup, except I only keep my music on my external WD drive. You must let iTunes know that you're going to keep your media on an external drive. You do this by going to iTunes > Preferences > Advanced > iTunes Media folder location, click on the Change… button, then navigate to the folder on your external WD drive:
Note that this will not automatically add all the files you have in that folder to your iTunes Library… you must then go to iTunes > File > Add to Library... and then add the files to iTunes. It will help speed things up if you select (highlight) several or all of the folders at once.
Once you have done this, connect your iPhone or iPad and sync. Your music and movie files from your external drive will end up on your iPhone.
I would have answered sooner if I had seen your post sooner; next time you may get a reply quicker if you post on the subforum for your iPhone model (iPhone 6, 5s, 5… whichever you have). Unless you're actually working with the original iPhone.