To download music to a USB flash drive you need:
Recently, my husband and I also wanted to download a movie in this way. It's really not very convenient and dreary, but where to go. We went to the first site that came across, there https://deviseblog.ru/kak-podklyuchit-fleshku-k-telefonu/ we were explained that there are special adapters, but not all of them are supported and double-sided flash drives that can be purchased. There you can watch a video tutorial. Otherwise, yes, you can.
You can easily transfer any files directly from your smartphone to a regular USB flash drive. To do this, you can connect a USB flash drive with a special USB adapter - micro USB or Type-C, depending on the model of your smartphone. Moreover, the first connector must be of the "mother" type. Then, using any browser, go to the site from which you want to download music and save the files to the device's memory. In general, the same as on a computer. Next, go to the file system of your smartphone, usually the Files or Explorer application is responsible for this. Downloaded files are usually stored in the Downloads folder. Copy the necessary files from there and move them to the connected USB flash drive. This is also done inside the Files application.
Using a smartphone, you can download everything the same as using a personal computer. The only "but", if you want to directly save the downloaded content to a USB flash drive, without later using a smartphone in conjunction with a PC, then your device must support the OTG (On-The-Go) connection function. Otherwise, downloading content does not differ from downloads to PC. First of all, we launch the browser and find a site or service (for example Zaycev) that allows you to download the desired content> click on the "download" icon> wait for the download to finish> go to the "Download" folder> copy the downloaded file> send to a flash drive. If the smartphone does not have the ability to immediately connect a flash drive, then the downloaded files are first uploaded to the computer, and then copied to the flash drive. PS: There are other ways to download media content that require the installation of special applications - torrent clients, but this is another topic. Good luck. )