Using Classic Outlook on Windows for personal email, calendar, and contact management
That error usually means the USB stick is formatted with the FAT32 file system, which has a maximum single-file size limit of 4 GB. Outlook PST files are often much larger than that.
The simplest fix is to reformat the USB drive as exFAT or NTFS, both of which support large files. Before formatting, copy any important files off the USB stick because formatting erases everything.
In Windows Explorer, right-click the USB drive, choose Format, then select either exFAT (best for compatibility with Windows and Mac) or NTFS (Windows-focused). Leave the allocation size as default and start the format.
After formatting completes, try copying the PST file again and it should work normally.
If you cannot reformat the USB stick, another option is to compress or split the PST file into smaller parts using tools like 7-Zip or WinRAR.
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hth
Marcin