To copy any music into your USB stick, you have to first download that music file (from any source) on your computer or smartphone. After it, you have to plug-in your stick into the system and copy those files into it.
There are a few software that allows you to directly put music from YouTube in the USB stick.
Also, before putting the stick into the car music system, please check about all music file formats it supports. To play the music into your car system, the files you are copying into your USB stick must be in the supporting formats only.
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