That's the same way as any other copy operations.
The source is a folder on your hard disk.
The destination is a folder on the flash drive.
Use your favorite file manager (like Windows Explorer or (My) Computer). Or a more exotic one like Powerdesk or Gyula's Navigator. Or even the command prompt. Totally your own choice. But I think drag and drop or copy / paste in Explorer is the most easy way.
By the way, moving isn't the same as copying. If you copy, you keep the original file. If you move, that is deleted and you only have the copy. I'll leave it to you to find out how to move in all the tools I mentioned above.
How do I move music files from C drive to my Flash Drive?