These tiny surface mount parts are called oscillators, they take the place of crystals in electronic circuits since they are smaller and more reliable. They are in effect tiny transmitters that can be switched on/off easily by a microcontroller. If you add one of these to a USB thumb drive and modify the firmware to send out data using on/off pulses you have created a thumb drive that can transmit data to a nearby eavesdropper. This is an easy thing to do.
I used a sm oscillator a while back to make a Morse code contact on the 10 meter ham band at greater than 600 miles. It required very slow Morse that had to be deciphered by a computer at the receiving end as the signal was beneath the noise floor. The oscillator was connected directly to an excellent antenna (no feedline loss) and was keyed by an ATtiny85 microcontroller in exactly the same way the ARM in a thumb drive would do it..
The typical reception distance you could expect from a modified thumb drive with an oscillator inside would be a couple of blocks or perhaps a few miles to a high gain antenna at a line-of-sight location. It needs to be said that the sub-milliwatt power from such an oscillator operating at 100mhz or higher could be picked up by one of the very large NRO satellites (greater than 85db total gain) in geo orbit above the Earth...something to ponder.