Installers of some operating systems can be stored to a flash drive instead of a CD or DVD, including various Linux distributions, Windows 7 and newer versions, and macOS. In particular, Mac OS X 10.7 is distributed only online, through the Mac App Store, or on flash drives; for a MacBook Air with Boot Camp and no external optical drive, a flash drive can be used to run installation of Windows or Linux.
It's never been easier to take all the files, data or media you want with you wherever you go. Generally about the size of a stick of gum, a USB flash drive lets you store any file from your computer so you can save it, transport it, and load it onto another computer in seconds. You simply plug the flash drive into your USB port and drag any files you want onto its icon on your desktop. Best of all, flash drives have no internal moving parts, so they're very resistant to breaking by being bumped or dropped.