How to save a document to a flash drive

Pages File menu : Option-key + Save As…

On the Save As… panel, if it is minimalized, you can expand it by clicking this arrow to point upwards:

and then you can see the mounted flash drive in the Save As sidebar under Locations. Click that, and then the Save button on the Save as panel to write the Pages document to the flash drive. Pages will remember this location in the future, so keep that in mind if your Save destination choice changes.