Starting from Android 6.0, there have been some changes on how and where downloaded apps and their data can be stored.
This is the internal storage which contains the Android system, preinstalled apps, email, text messages, and cached data from the apps. You can also install apps that you've downloaded and capture photos, videos, and screenshots to this storage.
You can plug in an external USB storage device such as a USB flash drive or an SD card reader.
You need a special cable to connect
HTC U Ultra and a USB storage device.