If your USB flash drive is not copying files, format your file type to NTFS. However, you may also need to gain administrator permission to fix the issue.

Create a Bootable Windows USB Drive The media creation tool is a wizard that will guide you through the process of creating a bootable USB drive.

If you can't delete files and folders from your external hard drive on Windows PC, Take ownership, REmove Write protection or follow these other fixes mentioned here.