I think he is trying to transfer a bitcoin from CoinConer to external wallet.
GBP deposit is supported by CoinConer, you need to make the deposit and purchase your desire bitcoin and then you can make a withdrawal to an external wallet.

I found a guide from CoinConer exchange, it should help and fasten the process..

www.coincorner.com/amp/buy-bitcoin-united-kingdom



If you are using an external wallet, your best choice is a hardware wallet and alternatively, Download Electrum wallet.