How to backup files to USB stick
How do I backup up my files to a USB stick using my IPhone 13?
iPhone 13, iOS 15
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You cannot directly backup an iPhone to a USB stick.
You can move files in the Files App from your iPhone to the USB Stick, and move photos form the Photos app to the Files app, and then out to the USB stick. See here: link-> Connect external storage devices to iPhone - Apple Support