Is there any universal wallet for saving alt coins (Siacoin, Waves, Ripples) or has every coin own wallet?
Any instructions to transfer coins on USB device?
Every coin has its own wallet, except for Waves and Ethereum tokens. These tokens are stored on your Waves or Ethereum wallet.
Do you mean a hardware wallet like Trezor? Or do u mean saving the private key on an USB?
Yes, you are right, every altcoin should have its own wallet, though some wallets are still in developing, and many coins are based on Waves and Ethereum so you can use wave or ETH wallet to store the altcoin.