Surely you can copy files to a USB-stick (if it is FAT32 formatted, what they usually are) on a Mac and read it in Windows. Or the other way around, if you prefer.
You say you are trying? Does that mean that it doesn't work?
I'm trying to copy my MacBook Pro "OS X" Yosemite Photos Folder picture files or entire folder to an external media such as a flash drive. Afterwards, I would want to access this flash drive from a Windows 10 OS PC. I would want to copy the files from the flash drive to windows 10 laptop for use.
Q. Can this be done successfully?