Even though Dragoon70056 is correct, it is still better to save your file to your drive first, then use your file viewer (explorer or finder) to copy or move the files to the flash drive. This helps reduce the risk of the files becoming corrupt on the flash drive. In the unlikely-hood that for some unknown reason the files are not closed.
Odds of it happening may not be that likely, but it is more of an extra precaution than anything.
This is one of the reason why it is important to eject the drive before removing it, that process helps eliminate this issue.