Depending on the type of file system on your drive, you may be able to see (i.e. read-only) the files on your computer. You are able to copy these files to an external drive if you plug it in after you start your StartMeStick.
However, one of the key design objectives of the StartMeStick is that it never writes to the computer’s hard drive(s), e.g. you are prevented from accidentally changing or deleting anything from your computer, and the StartMeStick leaves no trace that it was used on your computer.