Burning an iTunes playlist to a USB drive

[Morod]

I recently got a car stereo that allows you to connect a USB thumb drive to play music. I have several thumb drives I'd like to fill up with playlists. In iTunes 12.8.0 there's an option to burn playlists to a disc, but how do you burn one to a USB drive? Or can you?
Any help would sure be appreciated.

 

[Morod]

I found out what I was doing wrong.
Instead of dragging the music to the flash drive icon on the desktop, you should drag it to the flash drive under Devices on Finder's sidebar. Then it works fine.