@peter_s when you export a playlist in JRiver, it will save as an M3U file. An M3U file does not contain the actual tracks themselves, but rather pointers to those tracks. For that reason, other computers or players won’t be able to execute the playlist unless they are connected to your network. I may be mistaken, but I don’t think JRiver can save a playlist and the files it contains to a thumb drive. It is limited to burning to CD.
If you want to be certain, you can ask your question on the JRiver forum. You'll get a definitive answer.