Hi bruh176,
Thank you for participating in the Apple Support Communities. We understand you'd like to know if you're able to move the music files you purchased through iTunes to a USB thumb drive. Yes you can. You can even backup your entire library to an external drive or USB drive if it has enough storage space. This article has the steps for doing so if needed: Move your iTunes library to another computer - Apple Support.
"Back up your library and media files
Important: It’s highly recommended that you create a backup of your library.
By default, the iTunes Media folder is stored in your iTunes folder:
[User folder]\Music\iTunes\iTunes Media
- In the iTunes app
on your PC, choose Edit > Preferences, then click Advanced. - Note the location of your iTunes Media folder in the “iTunes Media folder location” section.
- Quit iTunes.
- Navigate to your iTunes folder in File Explorer.
- Drag the iTunes folder from its location to an external drive."
We hope this helps.
Take care.