What device do you have? Are you trying to transfer the files directly from the USB drive to the device? If so, you'd need to see if the device is compatible with OTG (On The Go) cables, and get one. Then you could connect the USB drive to the device and transfer the music files--I would transfer them to the Music folder. Once there, Google Play Music should see them. If you only wanted to show the music that is locally saved, swipe in from the left on Google Play Music and flip the "Downloaded" switch. This should display only the locally stored music.
If you don't want to get an OTG cable, I would insert the USB drive into a computer, connect the device to the same computer via USB, and use the computer's file browser to drag and drop the music files from the USB drive to the Music folder of the device.