Dean, a flash drive is just like any other drive, you can open it in Windows explorer (assuming you are using a computer with the Windows operating system) and copy file from your hard drive to the flash drive. If you are using an Apple product, perhaps someone else on the forum can help you.
The files containing Steve's patterns usually have 3 or more pages and usually you only want to print the pages with the pattern. If you take the whole file to Kinko's, you may get all the pages printed, unless you can get them to print only the pages you need.
I hope this helps you get to where you want to go with the files.
Jim