In computing, a file system (or filesystem) is used to control how data is stored and retrieved. Without a file system, information placed in a storage area would be one large body of data with no way to tell where one piece of information stops and the next begins. By separating the data into individual pieces, and giving each piece a name, the information is easily separated and identified.
The following video tutorial will guide you on how to format a pendrive USB device to NTFS (the same filesystem used commonly by Windows-based systems):