What did you do to ‘send’ the photo to the memory stick? If you’re using Windows, using File Explorer is the most reliable route. You need first to locate the photo you want wherever it is that photos are saved. (Maybe a Pictures folder, sometimes Downloads.)
The simplest step is then to right-click the icon for the photo you want and then choose ‘Send to’ after which you choose the letter (e.g D:, F: or whatever ) that represents the memory stick. Depending on how much space the photo takes up, this usually happens very quickly. You should then check that the file has properly been transferred to the stick. Before removing the stick, it’s best to tell the computer to ‘eject’ the stick by right-clicking the memory stick icon & clicking on Eject, although there are other ways.
If all this is gobbledygook, you need to get some practice in using File Explorer, as it’s the basic tool for making use of the files and documents stored. (‘ My computer’ is another version of the same thing.)