Tony
I think you will find that the USB stick is a dongle for the laser software that you were supplied with. I'm guessing that you were given LaserCut as the laser software. LaserCut requires a dongle to operate. You must have the dongle plugged into the computer that you use to create the file that you wish to cut/engrave.
If my guess is correct, you need to install the driver for your controller (probably Leetro 6515 or similar?) and the driver for which ever version of software (LaserCut or CorelDraw) that you wish to use to control the laser. You can use either LaserCut or CorelDraw to drive the laser machine. Myself, I was never successfull in using CorelDraw to drive the laser.
My workflow was;
Design in CorelDraw -> save to dxf file -> import dxf file into LaserCut -> use LaserCut to cut/engrave project.
You can also export your project to USB stick from LaserCut and then print directly from the machine.
If my guess is incorrect, then none of the above is relevant for each laser controller uses specific software to drive it. I only have experience with LaserCut and LaserCad - anything else and I can't help you.
Try and find out exactly which controller you have and then people with experience with that software will be able to help.