Unlike Windows XP, the Windows 98SE operating system did not come with any USB Mass Storage (flash drive) drivers. Nor will Microsoft provide any for Win 98SE if you allow it to search online for them. You're going to have to "find" third party drivers for your device.
Determine the make, model, and size of your USB flash drive. Post the information here or go to the manufacturer's web site and see what drivers they provide for their product. If it's a "newer" flash drive they may not provide any drivers compatible with the Win 98 SE operating system.
Or, as others have suggested, you can try drivers from other flash drive vendors hoping they are generic enough to work; but I would start with the manufacturer of the device.
Lessons learned - if you buy a flash drive for use on Win 98SE system, read the package or specs to ensure they provide drivers for it (usually as an internet download from their web site). It's becoming increasingly harder to find USB flash drives that "explicitly" are supported on Win 98SE.
You should also attempt to install the software on your system before you plug in the USB flash drive. If it doesn't find the "new" driver software when you plug it in, you need to tell it where the software is located ("browse" to directory where new driver is located).