I would like to change the file that my documents are stored in to a memory stick. Can this be done?
Do you really mean file or “folder”? To get a meaningful advice, edit (don’t use your answer) your question to mention your OS and LO version. Read also your OS manual (or help file, vendor site, …) on how to use the save dialog.
Choose menu Tools - Options… - LibreOffice - Paths - My Documents, press the button Edit… and select the desired storage device.
Keep in mind that path names of removable storage devices could change under certain circumstances.
Edit your question if you want to add more information; also can comment an answer (Add Answer is reserved for solutions).
Check the mark (
) to the left of the answer that solves your question.