Assuming the pen is already formatted, you need to plug it into a usb port. Depending on what system you are using, this may be recognised automatically and a popup of some kind will appear on your desktop offering you some options on what to do. The simplest would be to have your file manager (whatever you're using) point the the folder where it has been mounted. You can then transfer files to and from the pen drive.
You give zero information about your system so I have to be very vague with instructions. If the drive is not recognised then you need to find out what device it is using (/dev/sdb1 or something like that). You would then have to mount it manually (this is done as root). you would give a command like
mount /dev/sdb1 /media/disk
changing the device name (/dev/sdb1) and the mount point (/media/disk) to what is used on your system.
If you want more detailed information try giving us a bit more information about what you are trying how your system responds.