Flash drive (memory stick)

I doubt your memory stick has a speaker so no you cannot play audio through a memory stick. you can however save audio files to your memory stick and play them back in a computer...

It depends on the actual radio installed in the car. I suspect you should be able to based on the usb port. You may want to read the owners manual and determine if the radio requires the files to be stored in a specific folder on the memory stick.

For instance, some radios want the files dumped in a "Music" folder while others only read files on the root of the memory stick.