Hey there Artgirl_,
Thanks for reaching out to the Apple Support Communities. Just to clarify, are you trying to move the photos directly from your iPhone to the thumb drive? If so, the best option may be to first transfer the photos from your iPhone to your Mac, and then move those photos to your thumb drive.
For steps on how to transfer the photos to your Mac, check out this link here: Transfer photos and videos from your iPhone, iPad, or iPod touch to your Mac or PC - Apple Support
Import to your Mac
1. Connect your iPhone, iPad, or iPod touch to your Mac with a USB cable.
2. Open the Photos app on your computer.
3. The Photos app shows an Import screen with all the photos and videos that are on your connected device. If the Import screen doesn't automatically appear, click the device's name in the Photos sidebar.
4. If asked, unlock your iOS or iPadOS device using your passcode. If you see a prompt on your iOS or iPadOS device asking you to Trust This Computer, tap Trust to continue.
5. Choose where you want to import your photos. Next to "Import to," you can choose an existing album or create a new one.
6. Select the photos you want to import and click Import Selected, or click Import All New Photos.
From there, check out these next steps on moving those photos to your thumb drive: Connect and use other storage devices with Mac - Apple Support
Move files to or from an external storage device
1. Make sure your Mac is connected to the external storage device (for example, using a USB cable or over a network).
2. Click the Finder icon
in the Dock to open a Finder window, then do one of the following to move your files.
- Move files to the storage device: Select one or more files on the desktop or in a folder, then drag them to the storage device, listed below Locations in the Finder sidebar.
Let us know if that's able to help.
Have a great day!