How do I backup my files on a USB stick?

Drag and drop.

1. Insert the stick.
2. Wait for it to appear on the Desktop.
3. Drag your files to it.
4. Wait for the copying to complete.
5. Drag the icon of the drive to the Trash.
6. Do not remove the stick until the icon has disappeared from the Desktop.

There are backup programs available which will make the process easier by using 'incremental backups' which copy over and update only changed files.

Just use Finder to copy then the USB stick.

You can use Time Machine but unless you have a very big USB stick you can't backup up much

You can use an app like Carbon Copy Cloner to backup files

What I do is use Time Machine and I also periodically clone my HD to an external drive