If by USB exit on RSA device you mean the model SID-800 Token
The USB port allows the Token part of the SID800 to auto-logon a TokenCode to an Application such as Cisco AnyConnect as long as the SID-800 is connected to a USB port on your PC, and the User enters their PIN. It basically saves user from having to manually type their TokenCode.
Since the SID-800 is also a Smart Card, the USB allows access to the Smart card so that you can store or access both a Certificate or a Windows UserID and Password credentials. Again if your Windows workstation has this SID-800 inserted into a USB port and both RSA and USB device driver software installed and configured, the user can login to either a Windows Password logon or a SmartCard logon by entering just a PIN, in this case their SmartCard or Windows Credential PIN not their SecurID Token PIN. The SID-800 is kind of a Swiss Army Knife is this sense, it has more than one function.
You will want to use the RSA Authentication Client, RAC software ver. 3.6 or later with the SID-800. There is some stripped down middleware that also works, but you will spend time just locating the latest versions, not counting the time you will also spend troubleshooting, if you attempt to use middleware instead of RAC 3.6
Hope this helps.
Did You Know Intro: RSA - YouTube
https://www.youtube.com/watch?v=JwU0cXvqaRg&feature=youtu.be
