I have a bootable usb drive (a.k.a live-usb) with kali Linux (not ubuntu)on it, the problem is that I cant save any data/settings in it.. any changes I make disappear the moment I turn off the PC. So is there any way to save the apps and settings on live-usb?
Well that is the nature of live-usb - the idea is to be able to have a go with the OS. Repeatedly using the live-usb is a bit of a pain - have you a spare partition or HD somewhere to install the Linux onto?
Not sure whether one can access the usb stick via the File Manager? But that won't help with changes to settings.
I could spare partition but I want to work with multiple laptops and PC's...
As I said, that is contrary to the purpose of a live-usb.
Have you got an external HD / SSD? They are fairly cheap these days. You could either alter the boot settings every time, or install GRUB2 on each computer. You can still have a windows OS on the GRUB menu. If it's a PC, one can have removable HD bays - swap the HD for which ever one you want to boot.
There should be a 'persistent' option on the boot menu - this is what you are asking for. That being said, it does require a little more set up to get it running. Apologies for the outside link, but here is the documentation provided by Kali: http://docs.kali.org/downloading/kali-linux-live-usb-persistence