It's difficult to assist without knowing what your "USB device" is.
Assuming you're referring to a USB storage device of some sort you can move files to it the same way you move files anywhere; click and drag.
If you're looking for info on how to take your songs out of Studio One and make them a single audio file, please see the link below:
http://support.presonus.com/entries/21461925-Audio-Mixdown-Exporting-Song-