Receptacle circuits typically have between 6-8 devices. The one you are wishing to tap from is somewhere on that circuit, and there is another or more downstream from it.
Under no circumstances should you put multiple conductors under a screw terminal.
To tap this device for power to an additional device, accepted practice would be to remove the conductors from the device, connect them together, adding pigtails for the existing device and the new one, and securing the connections with wire nuts. You will need at least reds (red wire nuts) for 4 conductors.
Reconnect the existing device to one of the pigtails, and run the other pigtail to the new device.
Very important, make sure you use a GFCI recptacle for your new outside device, and proper cover plates.
Hope that was not confusing. I'll be around a bit to clarify under comments if needed.