Hi @Manuel-Giuseppe-Trizzo! I don't speak italian, but easy answers I can just translate 😉
The USB storage has nothing to do with internet... You don't need internet for that.
I'm not sure I understand you. You can save your roms either on your SD Card, or use an USB Stick to store your roms there. You can't use (yet) both. If you transfer a rom through the network, you copy it to your selected storage. If you use an USB Stick, you can just plug it on your PC and copy the roms directly.