The first thing you need to deal with is connecting to the USB thumb drive, so following up on Kchristies link above would be a good place to start, once you can actually connect the storage device to the pic and access it then you can worry about the file system. You'll either need libraries to access the FAT system on the drive, or if you want to do it the easy way and you can make sure the file is in a specific spot you can use a fixed offset to read the file.
Ordinarily you need to read the file allocation table to determine where a file is where it's parts are and where the offsets for each of those parts are, but if you place the file on the thumb drive using a PC defragment the drive and then use a hex editor to determine the drive offset of the file you need you can put a fixed offset for reading from the PIC, but you have to be very careful you never modify the file on a PC to the point where it would change it's drive offset location.