Transfer data to USB using Linux terminal from Windows
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I'm confused about what you mean. Do you have a machine that has both Windows and Linux installed and from which you want to transfer the data to a USB device? If that's the case, do you mean to say that your data is on a Windows partition and that you want to access it in Linux, so you can transfer it to the USB device using Linux?
Please be more specific about what your setup is and what you want to do. Edit: also, tell us which version (i.e. distribution) of Linux you're running.
Putty is an ssh client and not an ssh server, so you can't scp files from Linux to Windows XP. You can however use "smbclient" (on Linux) to save or load files from a share on Windows XP (smbclient) or at the XP computer use putty's version of scp (pscp) to save files to the Linux server. If you need to routinely transfer files between Linux and Windows, you could set up shares so you can do it without resorting to ssh.