Hi Skygirl21,
Welcome to the Apple Community.
If Ventura still works the way Monterey did:
In a Finder window, find and open the folder you want to save the files to.
Connect the thumb drive, and look for it to show up on the desktop.
Double click the thumb drive icon to open it, and navigate to the desired files on it.
Drag files from the folder on the connected thumb drive to the folder on Mac
Wait for the files to download. (you may see a small progress bar)
Two finger press on the thumb drive to choose "eject" for that
Apple support's article for Ventura:
Connect and use other storage devices with Mac – Apple Support
All the best :-)