Right-click the Library icon: Create/switch: Use Existing.
If this is windows: You can
reserve a drive letter for the flash, so it does not matter which port you plug it into.
On W10, right-click the start Icon: Disk Management: Locat the device on the list (by device name might be better): Right-click on the drive (either place): Change drive Letter and path :change (button) (

don't pick a low letter, choose something about mid-point)
Now you can tell Calibre where and it should 'stick'
PS Flash drive can fail without notice. Make a backup drive