When you perform the download, the files will then go to this destination. Make sure that your USB stick or thumb drive is connected for flash drive music downloads, and navigate to the drive instead of your Downloads folder. At this stage of the download process, you can change the destination folder. By default, it will probably have a Downloads folder where files go. So, how do I download music from my computer to my USB? When performing your download, your computer will ask you where you want to save the files. A lot of online streaming providers advertise a download function, but this is only to download within their specific app so that you can listen offline. You can download songs from Internet platforms, including Amazon Music and more. You may want to download songs directly to a USB, as this can help you to avoid putting a lot of files on your computer. Let’s look at how to download music to a USB from a computer.