As someone stated above you don't need a USB. For as long as I've been a member here I have never used the cheat from a USB anyways.
However there should be a thread/post in each cheat section describing how to load the cheat, which will in most cases be as following: "Close steam/origin/battlenet, open the loader, launch the cheat, open your game" etc.
STEAMsteamcommunity.com/id/katzenfrau