The electrum install to USB is messy and instructions are inaccurate. Running the electrum-4.5.5-x86_64.AppImage on the host computer doesn't install to the USB.
A prompt window says Electrum wallet -> Wallet: default_wallet -> Choose... -> choose the USB path /media/hostComputerUsername/USB -> File name: there are no files, so the Open button is faded out?
You can use the Electrum Portable Version if you are a Windows OS user and want to use Electrum on a USB Flash disk.
Note: Please pay attention to the OS version that supports the Electrum version you want to use, and also see the security advice on the following link:
https://bitcointalk.org/index.php?topic=154451.0.
Save the downloaded electrum-x.x.x-portable.exe file to a USB flash disk; you can run it directly from there. As far as I remember, a particular folder related to Electrum will automatically be created there, including the wallet file you generated.