Trying to download a game onto flash drive

I’m trying to download sims 4 onto a flash drive since my laptop doesn’t have enough storage space. The flash drive is 125GB and the game is 40GB, however, when i get the torrent and click on the flash drive folder to download it onto, i get an error saying; “one or more files exceed the filesystem size limit, these files cannot be saved properly. continue anyway?’

should i continue?