Best is to put the MP3 tracks in a folder on your computer hard disk. Then add those track from that folder to Engine so they can be analyzed. You will see the USB stick in the list under the main Engine Library box. If there is a + sign in front of it, click it. It will open the drop down with Engine Target, History, Recent and Playlist. With Engine Library highlighted you can select tracks and drag them to Engine Target. Or if you have made playlist in the top box, you can open that list up (click the +) and drag and drop the playlist(s) you want to the playlist folder on the device.
Hope that makes sense and helps some.