how do i copy my itunes to a thumb drive so i can use it in my car?

You can't use an OS X application in your car. Your car doesn't run OS X. What you can do is connect an iPad, iPhone or iPod Touch in your car. The output from the headphone jack can be plugged into the jack in the car or, possibly, by BlueTooth.

Drag the song files to the thumbdrive. They may need to be converted to MP3 first.

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Don't look inside iTunes for an option. Just drag the songs or song files as if you were dragging them from one folder to another in the Windows Explorer.

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That isn't what you originally said. Niel has provided the likely answer. First convert the tracks to MP3 then copy the tracks to a USB flash drive properly formatted so you car's system can read it. That would most likely be FAT (MSDOS.)