Althea, There are various ways to copy a folder. To send a folder to a flash drive I usually right-click on the folder and select Send and use the flash drive as the destination. But sometimes I use copy and paste (either the right-click menu or Ctrl+c/Ctrl+v). Some people use drag and drop to copy folders too.
Make sure that you are selecting to copy the folder.
To run PAF from the flash drive on a computer that doesn't have PAF installed, open the flash drive's PAF5 folder and double click pstart. There is no need to install PAF on the laptop in order to run it. Your latest PAF file will not open automatically, it will need to be opened from PAF's File menu.