How do I download iCloud photos to a USB key on a Toshiba laptop?

Are you using the iCloud website on a web browser, or are you using the iCloud Photos option in Windows Explorer directly?

What happens when you try to drag them to the USB key?

The website doesn't allow drag and drop, you need to use the download option as explained by Richard and save them from there onto the flash drive.

If using the iCloud Photos in Windows explorer, then you'll need to tell us exactly what happens.

click here ➜ Download and view iCloud Photos on your Windows computer - Apple Support

I think you're talking about a flash drive, is that right? Those things are notoriously slow and buggy. They're great for giving files to a friend, but not much else, as far as I can see. I, personally, wouldn't trust one as a backup for precious pictures, for instance.

I don't know what you mean about "dragging" files from iCloud Photos. The web site doesn't really allow dragging. Are you using the download button?

Or are you downloading the original image files, in More Download Options?

Let us know just what your'e doing so maybe we can help…

You can save a complication by downloading these pictures to your computer rather than trying to download to your flash drive. I worry that the slowness of the flash drive may confuse the internet. Once they're on your computer, you can copy them to the flash drive or wherever.

Download them to a folder on your Toshiba. Once the downloads are complete and you can see the photos there, you can drag them to flash drive.