You're going to need to send the bitcoin manually from CBP to your HW wallet's address, and again, that includes fees. So to save a bit of money and if the CBP withdrawal fees are too much, probably wait til you have a good amount of bitcoin on your CBP account before withdrawing.
Someone can correct me if I'm wrong here (because I have never used Coinbase myself), but I was under the impression that bitcoin withdrawals from Coinbase Pro (and maybe Coinbase?) were free. Certainly that seems to be the case according to their support pages here:
https://support.pro.coinbase.com/customer/en/portal/articles/2945310-what-are-the-fees-on-coinbase-pro-Having said that OP, you probably still want to follow mjglqw's advice on waiting until you have a reasonable amount of bitcoin on your account before withdrawing. Although you won't have to pay fees for each withdrawal (I don't think), each withdrawal to your hardware wallet creates a separate "pool" of bitcoin. When you then want to transfer your bitcoin onwards, be that back to Coinbase, to a friend, to a merchant, to another wallet, anywhere at all, you will pay a fee based on the number of separate "pools", and not on the total value of your bitcoin. If you make lots of small withdrawals, then you will pay larger fees down the line when you go to move these bitcoin somewhere else than if you had made one or two larger withdrawals, even if the total amount of bitcoin is the same.