This is how I downloaded the cool dog music to the USB flash drive. Open the cool dog, select the music to download, click Download, select the sound quality and download path as a USB flash drive, and download it immediately. Insert the USB flash drive into the OTG converter on the mobile phone, find the downloaded music in the cool dog music, select the music to export, click Share, and select "Save to USB flash drive" to wait for the software to export the music file to the USB flash drive.