It seems that the memory card is formatted in NTFS. Mac can read the NTFS drives but cannot write to the one. That means you can't save or copy any files from the memory card to your MacBook Air. To use the drive on Mac:
1. Format the memory card to exFAT or FAT32. Be sure to back up data from the memory card before do this. You can erase the drive on both Mac or Windows: https://iboysoft.com/ntfs-for-mac/how-to-format-external-hard-drive-for-mac-and-pc.html
2. If you don't want to format the memory card, you can go with a third-party app, such as Mounty, Paragon NTFS, iBoysoft NTFS for Mac.