Place the pen drive in a USB port.. If the computer autoruns, simply open the pen drive and leave it open and minimize the screen.. Now open "My Documents" and navigate to the location where your pictures are stored.. Since it's easier to find them later if they are organized in a folder, RIGHT click on a folder which contains your pictures, choose "copy" from the little menu.. Now open the minimized pen drive folder.. RIGHT click on a blank area of the pen drive folder, choose "Paste"..
You can copy pictures over till you run out of space on your pen drive.. If you have lots of large picture files, the pen drive will probably fill up quickly. You may need more than one. In addition, if you intend on saving space on your computer by then deleting the pictures from your hard drive, please recognize that pen drives are not perfect "back up" devices.. They can fail eventually, and as such, it would be a good idea to backup any important pictures to a second location, maybe a DVD/CD, or another flash drive of some type.
Hope this helps.
Grif
I am a senior citizen and new to computer, although I do good lot things like typing, etc; '

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic