I will try to be precise:
- The Nook has a slot for a microSD card (not SD). You can put non-B&N epub books on a microSD card (that you provide - it does not come with one).
- The (stock) Nook can act as a USB slave, but not as a USB master. That is, you can connect the Nook to your PC or Mac (or...) and copy files to/from the Nook (both the internal memory and the microSD card) using the PC and appropriate software. But you cannot connect a USB drive to the Nook and do anything with it.