Hello How to communicate USB to Any pic Pic micro?

Hello,How to Connect pic micro to usb stick?

Generally the USB interface is either either host or device (except for OTG which can be either), a USB stick is device so must be driven by a host. There are PIC which can be a host but these are not supported by PicBasic AFAIK.

How to read data from usb to micro controller?

Well, Personally I use an FTDI TTL-232R interface directly connected to the Microcontroller. Works a treat...