Once songs are in the Music library, you can drag-and-drop them to the Desktop, or to a drive.
Note that the Finder likes to create files and directories whose names begin with '.' on non-Mac filesystems, such as those on USB flash drives. It's trying to preserve things that the Mac filesystem might have and others might not – so that if you ever copy files back from the USB flash drive to a Mac, it can "reassemble the pieces."
The ones that cause the most problem are metadata files that have extensions like .AAC, .MP3, and .JPG. Non-Mac devices may not realize that these are metadata files, and may try to interpret them as AAC, MP3, or JPG files – with the result being that they complain about and/or choke on these "corrupt" files.
SONG1.AAC
._SONG1.AAC
SONG2.AAC
._SONG2.AAC
For .AAC, .MP3, and .JPG files, these metadata files are unnecessary even if you ever copy the files back to a Mac.
To get rid of these, just before you eject a USB flash drive,
- Go into Terminal and type dot_clean -m
- Type a space character after the end of that command
- Drag the USB flash drive icon from the Finder into the Terminal window. This is a shortcut for typing in the Unix path name of the USB flash drive and any "escape" characters needed for the command line.
- Press RETURN.
- Before doing anything else in the Finder, eject the USB flash drive
There are probably ways to create Automator workflows so that you just drag a USB drive icon onto an Automator script icon to do the cleanup, but this gives you the basics.