Abdou I got an error message saying permission not granted.
That message means that you're trying to access something that doesn't belong to you, or doesn't belong to a group you belong to. It's not entirely clear what you don't have permission for.
Are you sure that you own the files you want to copy? Is the flash drive one you have accerss to (have you written to it before)? If these answers are both "yes," you should not have gotten this error.
Is the flash drive mounted in a file manager? Is that what's generating the error? If so, you may be able to launch the file manager from the terminal, using the sudo command to elevate your credentials to run it as root.
Alternatively, some file managers have a "Run as root" option available in their menus. Have you looked for that?