start, my computer, select flash drive, it should be listed, click on it to open contents.
Leave the flash drive folder open, you can size the window so it doesn't take up
the entire screen, say, only half screen size.
Next, navigate to your folder(s).
Then simply drag and drop folder(s) to flash drive folder.
Or you should be able to right click on music folder and select "copy" then navigate to flash drive icon and right click on it and click "paste".
There are different ways to accomplish what you are trying to do.