Connect your thumb drive to the router and access it on your PC via the run command \192.168.1.1
The USB port on the router is a 2.0 port so speeds may depend upon that as well.
How do you want to access it? You can do it via ftp (ip address of the router) or Samba (via the command posted above)
Just go to advanced → samba and enable it. Enable anon access to first see if its working and then put in a password if you feel necessary.