Can you tell me how to download a file from internet onto a flash drive?

Any program you use has a "TOOLS" menu. Find it and click everything in it to see what options you have. You don't have to memorize everything, but you do need to know how to find it when you want it. One of your options is to specify a default download path. Most of the time you don't bother changing that because it's easier to let all files go to one place and then move them to where you want them. But you can change it for each file if you want to. In Windows that folder is named "Username\Downloads", but each program has its own default path.

When you ask a question, you have to specify what equipment and what operating system and what program you are using.