I am very new to Mac Mini and need help transferring files to thumb drive

I want to transfer the Mac Mini user guide (manual) to my thumb drive but do not find how to do it.  Help, please!

The thumb drive is on the desktop.  This is the most embarrassing question I have had to ask in public in a long time, but, how do you drag something.  When I try by holding down my mouse on the file name I want to move it doesn't drag it just gives me several other options.  I left Microsoft for this and I know nothing about Apple computers except for my iPad.

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