This is what I was referring to (the bold below): Maybe I am reading too much into it. I just thought you copy files over to the thumb drive.
It is true that you have to organize your music files in a certain way on a FAT32 or NTFS-formatted volume (i.e., a thumb/flash drive, a magnetic hard drive, a solid state drive, anything that uses a USB connection); but that's all right, because it's really easy to do. It goes something like this:
2. Main Music Directory/Folder
c. Song (s)
d. Cover Art
…and repeat until you've added as many artists, albums, and songs as you like.