Thumb drives connect to a USB jack, like the ones labeled “USB” in this picture. To use a thumb drive, there will need to be one on the piano AND the laptop (these days a new one is pretty much guaranteed to have one, and even most recent used ones do too, look for “USB ports” or similar in the ad copy. If it says 1.1 or 2.0 for the USB ports, either one should be fine for your purposes, but 2.0 is newer and faster, FTR.)
If your piano DOESN’T have a USB port, maybe it uses a standard type of memory card, in which case you will need to make sure the laptop has a reader for that type of card, or buy a plug-in reader.
Any laptop made in the last 3 years and maybe more will support USB flash drives on the USB 2 standard. That is a standard port that virtually all computers have now. If you need a media card with a reader, the external card readers tend to be uber-cheap at about $15 for an all-in-one reader. All you really need to look for is a computer with USB 2.0 ports which will work automatically with a drive and just plug in a reader if you need to use one of the various card formats.