If you want to create just a shortcut to a web page on the drive then just right click anywhere on the web page and choose "Create Shortcut". That will place a shortcut to that web page on your PCs desktop. You can then copy the shortcut to the flash drive. Click on the thumbnail below to see the box that will open when you click "Create Shortcut".
If you want to save the page as an offline file you can click File / Save As and accept the default type and save it to any location you want including your new drive. Does that help?
PS: Welcome to the board and I'm hoping to be a brain dead pensioner some day
