Downloading to USB flash via MSMedia Tool

I am in the process of downloading with the choice 'for another computer' and using a USB flash.
At the last minute I put a label (Win10-1511)on that flash drive which did show up as the drive of choice.
The actual download files are landing in the root of C:\ on this desktop ather than going directly to the 32GB usb drive plugged into a usb2 port.
Is this the normal routine?
If it is not routine can these files be moved from C: to the USB drive and be usable?

The reason I chose this type of download is that my internet connection to a local tower was intermittent yesterday and the connection stopped while downloading to a laptop through Windows Update at the 98% point. That was an all day download aborted. The process had to be started all over again at 7p.m. The update completed at 3.30 A.M......successfully.
I thought I could circumvent the internet connection if I had a type of hard copy.

I allowed this download to complete. At the end the process moves the files from the hard drive to the usb drive. Although there is a message that clean up actions are to take place the two folders are left behind and subfolders. Contents only in the Panther subfolder folder.

The USB flash drive I'm using happens to have a 'flashing' light when it is active. As these files were moved onto the stick it began flashing so I opened Q-Dir (an explorer 4 pane view alternate) and watched the files move from C to the J flash drive.

Rose