If you are wanting to save your .pub file to your storage stick you simply
use My Computer or Windows Explorer to copy and paste, or drag and drop, the
file from where you store it on your hard drive which is probably the C
drive, to the storage stick drive.
If you are wanting to save your web files to your storage stick, you do the
same thing after you Publish to the Web and save your web files to your hard
drive. When you Publish to the Web, Publisher will produce an index.htm file
which is your home page, plus an index_files folder which contains all your
other web pages (.htm files) and all your supporting graphics and images. So
after you Publish to the Web and direct those files to a folder on your hard
drive, you once again use My Computer or Windows Explorer to copy either the
whole folder, or the files and the index_files folder to your storage stick.
It is a bad practice to "Save As" to or Publish to the Web and direct those
files directly to your storage stick, as this can corrupt the files. Go back
and read the section in the article I referenced about how to "Publish a Web
site to a folder on your computer".
DavidF