Short Answer: You can’t. A USB flash drive has no inherent order. Think of it as a bucket of files.
The machine decides how files are displayed or played. Almost all machines are set up to access files in alphanumeric order. If you desire a specific play order for audio, say to match the album order, the files need to be named “01 - Song1.mp3, 02 - Song2.mp3” etc.
Our Recommended formatting: For audio on drives, we strongly recommend WAV and MP3 versions of each song file, divided into separate folders. This offers the widest compatibility with computers, cars, TVs, etc.