Here I will format the drive to FAT32 for demonstration. You can follow the steps as below to format USB drive to HFS+ or FAT32 in Mac. If you want to use the drive between a Windows and Mac machine, you can format it to FAT32.Step 1: Connect your USB flash drive and open press Win key + E to open File Explorer. Refer to the following steps to learn how. This is the easiest way with which many users are familiar. Method 1: Format a USB Flash Drive Using File Explorer.