Hey Sid,
To figure out exactly what is causing this, I need a couple more details.
Where exactly is the file located on your C: drive? If you are trying to pull something from a protected Windows system folder or a different user folder, Windows will often pop that admin prompt even if your account has full administrator privileges.
Also, plug in your USB, right click it in File Explorer, hit Properties, and let me know what it says for File system. Sometimes this happens if the USB is formatted with an NTFS file system that carried over some strict security permissions from another PC.
Reply back with those details and we can figure out the next step.