From a normal (SSD/HDD) installation, if you type /dopusdata into the path field and push return, it will take you to the main configuration directory.
(There are two additional directories, but they store things that don't usually need preserving, like caches and history/recent lists and so on. You don't need to worry about those, but if you're curious the details are in How to backup or locate your Opus configuration (Simple) with even more in HOW TO: Backup or locate your Opus configuration (Advanced))
Below /dopusdata are a bunch of subdirectories. Many of those will also be on your USB stick under the top-level DOPUS directory. Those are the ones you'd want to copy over.
(The other dirs on the USB stick correspond to things below the other config folders, which usually aren't worth copying over. If you do want to copy them, make sure they go to the config folder with the same corresponding subdir already in it.)
When doing the copy, it's best to exit Opus and copy the files using something else. Use File > Exit Directory Opus to completely close it down, so it isn't still running in the background. Once they are copied, re-launch it and you should be good to go.