Both devices will need to have iPadOS 13.x installed to benefit from the new file transfer features. Also, if you only have the original Apple USB Camera Adapter (i.e, the adapter without an additional Lightning connector that permits simultaneous connection to external power) you may experience difficulties with your iPad being unable to provide sufficient power to your attached USB device - unless you are also using a self-powered USB hub between the adaptor and Memory Stick
The newer Apple Lightning to USB3 Camera Adapter (model A1619) overcomes the power issue - as you can simultaneously connect the iPad/Adapter/USB combo to your external charger.