Copying files to a USB storage device is generally very easy. Plug it in, the drive appears in Explorer, drag/ drop, go do something else until the transfer is complete. Simple.
If you’re moving a lot of files, though, you might want to know more. Like, does your device support USB 3.0? And if so, have you connected it to a USB 3.0 hub, to ensure you’ll get the best possible performance?