How to copy files from a usb pen drive to my linux box?
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You need to mount the device first (see mount's man page). You'll probably want to look at the output from dmesg to see what the kernel is calling your device. To copy files, use cp (again, see the man page).
remember to use umount to unmount the USB device once you are finished with it else removing the device could cause a corruption where it's likely data could be writen to it. USBpen drives are the most at risk of this.