How do I handle USB memory with Ubuntu on VMware?

We put VMware in Window 11 and use Ubuntu 20.04.1 as a virtual operating system.
You are now learning about the dd command.
I didn't really understand the difference from the cp command, so I came up with the idea of copying the data using USB (maybe it's a wrong idea)

I have some data in my USB memory, and when I check it in Windows 11, it appears as follows.Typically, you can take the necessary files from here or create and save them.

I would like to use this USB data on Linux.
Ubuntu Application → Select Disk and the following screen will appear:

In this situation, I don't know what kind of data is in the USB or how to create and save files here.Do I need to do things like mount?

After searching and researching books, there are many ways to back up the virtual OS itself and install it from USB, but I would like to copy data files, create new ones, or back up some of the devices using the dd command.

I've looked at several sites, but I don't know what you mean.
http://www.edu.tuis.ac.jp/~mackin/java/2008/linux/usb.html

How do I use it on Ubuntu, like when I use USB on Windows?