Either type is OK to use.....the difference comes with which offers the best read/write & file transfer rates on the system. Typically your inbuilt drive[s] will have the better standpoint of these, but, this is not always highly noticable for most basic work, and not limited to Solid Edge. Obviously, you don't want to disconnect the flash drive while files are still being accessed by any application.
In the case of large part files & assemblies of....these start to test your PC's metal a little more. Further to that, poor file managment can also have adverse outcomes.