Generally the only way to use a usb drive this way is for the application to be "portable" meaning it can be run directly from the drive. Some games do allow you to save your settings and progress to an external source but you'll need to check the specs on each one to see if this is possible. Otherwise you won't be able to use the drive for this purpose. If you're looking to install the actual game then you can download and save it to the drive then install it on different computers. Some games, however, will only allow for a single install so again, check the specs before installing to see how the license for the game works.