Plug the USB in the slot nearest to the HDMI and the controller in the one furthest away. Turn on the console. The first time you use the stick you will need to update the firmware. Instructions at the bottom.
The usb icon should be under the letter M of the carousel (genius idea!)
Use A to select folders. There are both TAP files which are instant load as well as TZX which give the full loading experience. Select a file with A but THEN ALWAYS PRESS MENU. This will allow joystick use in the game. A normal gamepad like the one for the A500 Mini will work as Kempston. Go back out of this menu and press HOME to play the game.
Sometimes the cursor will come up. Just press RUN on the keyboard.
Firmware Update
Insert the USB stick into the rear USB port of The Spectrum next to the HDMI output.
Go to Options → Advanced options → System information.
The Spectrum will check if there is a newer firmware on the USB stick and, if so, give you the options to Update or Cancel.
Selecting Update will begin the installation process. The Spectrum will display a progress bar which will fill up from left to right as the update proceeds.
Do not interrupt or remove power while the update is in progress. After a successful update The Spectrum will restart automatically.