If you want to boot the drive on a UEFI machine, to a Linux system, the easiest approach, after you backup your files, is to download a utility named Easy2Boot and use to make the flash drive bootable and put a Linux system on it. If you want the files on it you need to find a non-UEFI machine, boot the Linux system and copy all the files to the machine’s hard drive, reformat the flash drive to a format Windows supports, then copy the files from the hard drive back to the flash drive. So, the question is, what do you want to do with the drive. Obviously your flash drive doesn’t have one of those formats, and since you say it has a Linux system on it it is probably formatted in a Linux ext format.
Reading a USB drive on a UEFI system simply requires it be in a format Windows recognizes ie FAT, exFAT or NTFS. Well, booting on UEFI systems requires the drive be formatted with UEFI support which obviously your’s wasn’t.