Your images are no IN Lightroom. They are stored on your hard drive and References by LR.
You can use LR to Copy selected images to a USB thumb drive by selecting them then click on the Export button. In the export dialog window you can select where to export them to, IE the drive letter or name you want a copy of them on.
You can also use your File manager program like Finder or Windows/File Explorer to Copy them to the USB thumb drive. But by using a file manager they won't contain/include any edits you have done in LR.