I have a Western Digital 250gb USB drive that was working a while back. It has a lot of my irreplaceable original music and clients files on there. Getting the click sound. I even put it in the freezer to see if it would be recognized by my computer. Would be great to get the info out of it. Any ideas ? Or is it hopeless ?

Sorry for your loss!
 
I would advise keeping at least two (or three ) copies of important files on separate drives in case of drive failure.  All  disk drives eventually will fail.  Having a plan for that is the best option!
 
There are companies that specialize in data recovery, but it is not cheap. 
 
More info here: https://en.wikipedia.org/wiki/Data_recovery
 
I would recommend Macrium Reflect Free for making system image backups of your selected drives to an external drive for safekeeping.  https://www.macrium.com/reflectfree

I went through the same scenario with a WD USB drive a few days ago. I ran Data Lifeguard, the WD diagnostic tool, which told me the drive was fine even though Windows couldn't access it and it just sat there clicking. Not thinking it would work, I ran chkdsk anyway just to be thorough, and to my surprise all was well afterward.