How can I download an edited picture to a USB drive?

Assuming you are using Lightroom-Classic!

Select the photo in Library grid, click the [Export] button,  in the export dialog make your choices in the Export Location 'Export To...' box:

[Choose Folder Later...] is useful as it will open up a File Explorer window where you can select any Drive (USB, etc) and Folder.

You can also set this 'Export To...' box to a Specific Folder where you would again select the USB.

If you intend to repeat the Export process- Save an Export Preset that remembers your settings.

Note: The Image format needs to be a rendered file type (JPG, TIF, PSD, PNG ) to make your edits visible in the new exported image. Exporting a 'raw' Original does not apply your develop edits to the exported file.