How do I use a USB Flash Drive?

I Have windows XP Internet explorer 8 .I have No Idea How to Use this thingamajig .I want to use it to transfer or save /backup my folder/files and photos .How do you do this process? Are there tutorials ? All jokes aside in Nov/Dec 2005 I got a brand new dell i knew nothing about computers not even how to turn it on.So I went to the library got two Books Honestly PCs for Dummies & Windows XP for Dummies. Now Im not so computer illiterate .But as soon as I get the newest info its now the not so new info. So any help id appreciate .Thank you