To download Tangdou Square Dance to a USB flash drive, you can follow the steps below:

1. First, open the browser on your computer, search and find your Download link for the Tangdou Square Dance music you want to download.

2. Click the download link, select the "Save As" option, and select your USB drive as the save location.

3. After the download is completed, pull out the USB flash drive from the computer.

It should be noted that during the download process, please ensure that your computer and USB flash drive have sufficient storage space. Also, make sure you download files from trusted websites to avoid security issues.