You are using bitcoin CORE with the default folder in appdata?
so the location of the entire data folder (including the complete blockchain, and wallet.dat (where your private keys are) is in:
copy and paste all that in a folder inside the USB drive.
specially care with wallet.dat, save it into TWO different drives, not one!, never do CUT and paste, do always copy and paste, and don't drag n drop either it's dangerous specially with touchpads hehe, if you don't have two usb hard drives for the entire blockchain, do a full backup in your USB drive, and then save in a flash drive only the wallet.dat.
it is one thing to have to download the entire blockchain because your USB hard drive died, and another is loosing all your bitcoins so, wallet.dat , TWO copies (remember, copies means that the file is in your computer AND on the devices) the more the better.
RESTORE: (my way, maybe there are other options, this is how i did it, multiple times! when defender screwed my blockchain data folder)
install bitcoin core (ideally the same version!, but it could be older, it works)
once it says sincronizing, close it.
(this is so the wallet will create the data folders)
now go to:
and delete everything inside, and replace it with your copy from your USB drive backup