The following applies to transferring files to a USB memory stick with ALL versions of Windows:
Open a window showing the relevant file(s) or folder(s). If that window is full-screen make it smaller by clicking on 'Restore down' (= the overlapping squares in the top-right corner). If necessary, then adjust the size of the window further by dragging the edges of it.
Then open a window showing the destination for the file(s) or folder(s). That will either be the 'root directory' of your memory stick or your chosen folder within it. If necessary, move one or both windows so that they sit neatly side by side.
Then simply drag the file(s) or folders from one window to the other. (Remember that you can select multiple files or folders by holding Ctrl down as you click on each file/folder in turn or, if you want to select an entire block of filers/folders, click on the first one and then hold Shift down when you click on the last one).
Instructions for burning files to a CD with Windows 10 can be found here:
https://www.groovypost.com/howto/burn-files-data-dvd-cd-windows-10/