Thank you for reaching out to the Community. I'd be happy to provide some insight about downloading your QuickBooks Online file to a flash drive.
QuickBooks Online is constantly backed up in the cloud on a secure server, so you can be assured that your data is always safe. However, at this time there is no option to export a backup file to a flash drive.
Additionally, Creating a backup for your company data depends on what subscription you have. Only the Advanced plan allows you to store and undo changes from a certain time. I suggest upgrading your subscription if your subscription is not Advanced.
You can also check this article to save a backup of your company in QuickBooks Advanced.
If you need any further assistance with creating a backup using advanced or other QBO-related concerns, please don't hesitate to leave a comment below. We're always available in the QuickBooks Community.