Phox
The USB port on the side will allow you to play books from the drive. If you don't want to keep the drive in the book player however, yes you can transfer them to the book player. The easiest way is with a computer. Without a computer, you would need to insert the USB drive in the front, where cartridges are inserted. (Not recommended) you will need a USB extension so you can reach the port, but when inserted, the player will ask if you want to transfer to internal storage.
The constantly barefooted Ray!
If you mean books, all you have to do is put the books onto the USB drive unzipped. Then, you plug that zip drive into the USBA jack on the side of your DA too. That’s all you have to do. 
The AI Wizard
I think you probably need a computer