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Let me point out a few things in case we are not talking about the same thing.
One is how a usb device can our could be connected to a vm. One is to connect to the vm with built in support. It basically safely removes the usb device from host and then attaches to the client's usb port.
In another way you simply let a virtual router/nat to connect your vm client to the hosts network. It cares not how that host network connects.
So that is your choice as to how you want it to connect. Connection directly to the client may be a bit more of an issue. Usually it can be done but not all usb devices are supported even with ndiswrapper.
Even a live cd can usually have some small to large app installed. All (almost) live cd' and usb's have to have a trick to them to work. That trick is to give the OS a faux sense that it can write to some stuff. It uses some ram to basically create a live setting.