Can't change current working directory to external drive in Windows
When you type cd e:\
you are changing the current working directory (CWD) for drive E:, but you are not currently on that drive.
To go to drive E:, just type: E:
and hit enter.
You can change the CWD of any drive without being on it, as you can change drives at anytime by just typing the drive letter followed by colon (:).
This is expected behavior since the very first versions of MS-DOS (and probably all other DOS OS), as for Windows as it's successor.
To change to a different drive and simultaneously specify a directory in that drive you can use the "/d"-parameter like this: cd /d E:\
This will take you to the root directory of E: