You cannot download maps. That is why you need a BB data plan from your carrier. Tha USB cable is only used to sync with your PC via Desktop Manager. Maps are constantly downloaded as you move and cannot be stored on the device or the SD card. There are a couple apps that can download all the maps I think, but I cannot vouch for how good they work.
As I said in my previous post, check out the GPS section for more info. And read your user's guide.