copy and paste or drag and drop, be sure to copy not move. Also if you transferring large amounts of data I would do a few folders at a time. Flash drives have a tendency to overheat during long transfer and you can lose or corrupt data
As for the favourites go, essentially you will making a backup of the bookmarks/favourites in order to transfer them to a USB drive.
The process differs depending on the browser you are using.
Pics are as easy as pie as stated above, copy and paste.
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