Downloading non-steam games onto Steam Deck.

I'm able to stream non-Steam games from my desktop to my Steam Deck, but I was wondering if there was a way to put it directly onto the Steam Deck so I could take it to go. I've seen recommendations such as using a flash drive or plugging it into the computer directly as to transfer files over, but I don't see any kind of USB on the Steam Deck, and I can't figure out how to do the ladder.