I hope you mean SSD. Flash drives(usb sticks) are not always the fastest things around.
Steam allows multiple libraries, but I am not sure if they support removable devices or not. Other games normally allow custom installs to pick a location to install to.
You can not simply move a game(and much less if it or parts of it are being accessed by other software.). There are tricks to fool it into thinking it is on the system however(symbolic link the thing
).