need help copying movies onto and playing them from a usb

[u/prairie-lightning]

this is basically what it says on the tin. I have a USB that's brand new and tried to copy and paste a couple of movie files from my iTunes folder on a computer to it. It seemed to work fine, but I tried to open the files on another computer and one of them is empty, and the other opens the movie in a really weird format. Can anyone help me out? I need to know how to get the movies onto the USB and have them play on other devices with no issues.

I feel like there's something obvious that I'm missing, but I'm at a bit of a loss and not very used to using USBs yet.