1. From the Videopad toolbar, ADD FILES to the media bin
2. Drag those clips to the timeline in the desired order or right-click on each and Place it 
3. When the timeline sequence is as you want it, click EXPORT | VIDEO FILE. The default setting will save to the PC's VIDEOS folder.
But you can change it. Click the 'pencil'
You can even choose a folder on the USB
4. If necessary copy the exported file from the PC to the USB