Greetings, I assume you are Windows7, or XP? I cannot help otherwise.
Your USB device will be known to your system as an external (probably removable) disk drive. To obtain a file from this device, do control with o, then tab round to the appropriate selection and select the device, then tab round to list view and highlight the file you need to open press enter and if GW supports the format, it should open, if not, you ought to be invited to find/load the appropriate converter.