Older iTunes purchased music is encrypted. No non-Apple player can play these. You can make an MP3 copy of the song, but you'll lose some quality.
Some cars can only play MP3 files. AAC (m4a, m4b) songs may not be recognized. You can make an MP3 copy of the song, but you'll lose some quality.
iTunes Playlists can't be saved as a playlist on a USB drive. The songs can, but the order of the songs cannot. You may want to use an MP3 player to make playlists that the car might be able to use.
If you subscribe to Apple Music and iCloud Music, you may not be allowed to put the songs onto a USB drive as all syncing is disabled with these services.
The USB drive can be filled by having the USB drive showing in a File Explorer, let say on the left side of the screen. Then have iTunes open on the right side of the screen. Select the songs you want to play in iTunes, then drag them from iTunes and drop them onto the USB drive.