Well, you could mount a flash drive using a reader on your computer and then when exporting whatever format you choose, point to the path of the flash drive. Or write to a computer hard drive and then copy it after.
If you want to use the flash drive as a device to send to someone else to burn to disc, you can create an ISO image of the disc from the burn tab - however it would be better to create this on your hard drive and then copy it to the flash drive.
To get a playable movie that can be used direct from the flash drive use File, Export, Export as . . . . . and select the required video format, eg MP4, resolution and frame rate - you will not get any menu system with this just a single video file.
Flash card act as a hard drive in your computer flash card has different speed and size but is a 32 bit system limited to 5 gig maximum file size. To export a large file over 5 gig you must reformat the card using a 64 bits system like NTFS. You have 2 choices 1) Create a iso file on your hard drive and copy to the flash card or 2) Export directly the file from video software to the flash card location. Export like mp4 file.