The correct command to unload data from a table into an external stage in Snowflake is 'COPY INTO <location>'. This command is used to write the contents of a table or query to files in an external stage. The other options, PUT, INSERT, and GET are used for different purposes within Snowflake. PUT is used to upload files to a stage, INSERT is used to add records to a table, and GET is used to download files from a stage.