A USB Download often refers to a portable application (portable app)
A USB Portable Application is a computer software program that runs from a removable storage device such as a USB flash drive, flash card, or portable hard drive. Portable apps should not be confused with software portability where software allows its source code to be compiled for different computing platforms. Portable applications can be run on any computer system with which they are compatible but typically require a specific operating system such as Microsoft Windows XP or above, any Linux, etc.
Portable software is typically designed to be able to store its configuration information and data on the storage media containing its program files.