how to copy song from iTunes to flash drive

Apple replaced iTunes with the Music app a number of macOS versions ago.

I'm assuming that you want to copy your Music file from your iMac to an external USB flash drive. You can easily do so by copyng the ~/Music/iTunes/iTunes Media folder to this drive.

If this is not what you are trying to do, then you need to provide more information on what your goal is and where you intent to play these songs on.

My initial reply is how you can copy the entire Music Media folder to another drive. This is basically a database-like file, not individual songs.

To potentially do what they want, you would need to use a third-party app. AFAIK, Apple does not provide a method to copy individual songs or albums.