Helping people with computers... one answer at a time.
Some USB devices simply require you simply plug it in to use them, but reviewing documentation that came with the device before you do is important.
I received a USB flash drive and would like to know how to install it. I have windows XP on an HP computer.
I've really come to love USB, USB devices, and USB drives. Why? Well, mostly because they just work. Especially with Windows XP.
Installation instructions usually boil down to: "plug it in".
Let me explain why and what to do if that's not the case.
USB was designed from the beginning to be what's called "hot swappable". That means you can plug in and unplug USB devices without having to turn off your computer. (Sometimes you will need to tell the computer you want to unplug it first, though. More on that ahead.)
Windows XP's "Plug and Play" automatically detects the type of device that's been attached and, if needed, automatically installs the appropriate drivers for it.
You can see where this is headed: Windows "Plug and Play" plays very well with USB. Chances are installing your USB flash drive means simply plugging it in, and letting Windows do the rest. (It may ask you for your Windows installation CD to get drivers.) When done, you should find another drive letter on your machine that is the USB drive.
Now to be clear, you should definitely review any documentation that came with your USB device. While flash drives and other "disk-like" devices tend to just work, manufacturers of other devices often have you install their software on your system before plugging the device in for the first time. So just check the materials that came with your new peripheral.
Important: while USB devices are "hot swappable" and plugging them in or removing them with the power on will not damage the hardware, it is possible, especially for disk drives, to corrupt the data on the drive if you remove it at the wrong time. In the notification in your taskbar you should see an icon that when you hover the mouse over it, is called "safely remove hardware". Click on that, select the device you wish to remove, and Windows will do things like flush the disk buffers and ensure that from the operating system's point of view it's safe to unplug it.