If using a USB stick, you’ll need to ensure that it is correctly formatted. FAT, FAT32, exFAT and APFS are formats supported by iOS/iPadOS; NTFS and other proprietary formats are not supported.
Most small capacity USB memory devices are generally pre-formatted during manufacture to one of the “universal” FAT-based formats - so should be usable directly out-of-the-box. However, you must also consider power.
iPad is generally unable to supply adequate power to all but very low-power USB devices. As such, you will need to provide an alternative source of power. If your iPad Pro has a Lightning connector, the provision of additional power is trivial; the required Lightning to USB 3 Camera Adapter includes an auxiliary Lightning port to which the iPad Power Adapter can be connected.
Lightning to USB 3 Camera Adapter:
https://store.apple.com/uk/xc/product/MK0W2ZM/A
Later 2018/2020 model iPads Pro, with a USB-C connector, do not have this facility. As such, it is often necessary to connect both the iPad and the USB storage device to a powered USB Hub - the hub providing power to both the iPad and the connected USB accessories.
USB hubs can be either standalone - or for iPad Pro, there are proprietary multi-port docks available from various third-party manufacturers. Here is a selection:
https://www.theverge.com/2019/8/2/20750137/apple-ipad-pro-usb-c-hubs-hyperdrive-belkin-satechi-kanex
I hope this information and clarification is helpful in resolving your requirements.
