Can you put a slideshow onto a usb drive?

To get a slideshow onto a USB drive export it out of iPhoto via the Export button at the bottom of the slideshow window:

at the size you want:

Export to a folder on the Desktop and then drag that folder onto the USB drive to copy.d

Since the Finder sorts files alpha numerically you'll need to arrange the photos in an album manually and then do one of the following:

1 - select all and use the Photos ➙ Batch Change ➙ Title to Text menu option. Give a title and check the option to add a sequential number to each title, i.e. like Photo-01, Photo-02, etc. Then export to a folder on the Desktop via File ➙ Export ➙ File Export menu option with the File Name = Title selected.

2 - select the photos in the album and use theFile ➙ Export ➙ File Export menu option. This time select File Name = Sequential and enter a file name to use:

3 - export the sorted photos via the File ➙ Export ➙ File Export menu option with File Name = Album Name with Number.

Any one of those three methods will give you a folder that will be sorted in the order you want if sorted by file name.