You just go to your .minecraft folder (which is in our roaming folder, in the run program search %appdata% and you'll get your roaming folder) Then open the .minecraft folder, go to your saves folder, then drag and drop the world you want, into your flash drive folder.ou just go to your .minecraft folder (which is in our roaming folder, in the run program search %appdata% and you'll get your roaming folder) Then open the .minecraft folder, go to your saves folder, then drag and drop the world you want, into your flash drive folder.