On the USB functions menu, there should be a command to "Backup to USB A." That's the command to backup all your music. If you want to transfer less music than that, make a playlist of all the music you want, and then use the Export Playlist to USB A. It will copy not only the list, but the music as well.
Yes, you can transfer files via NAS. If you use NAS, then NAS has to be turned on on the BB1. Otherwise, you can leave it off.