To be recognised by iPadOS, the attached USB storage device must be formatted to FAT, FAT32, exFAT or APFS with a single data partition. As the iPad has limited power capabilities, dependent upon the Storage Device, an external power source is often required.
If your iPad Pro has a Lightning port, you will need to use an Apple Lightning to USB3 Camera Adapter to directly connect USB devices to the iPad. This adapter has both a USB 3.0 Type-A connector and an additional Lightning port to supply power, from your charger, to both the iPad and connected device. The external charger must be rated at 12W or more.
If you have one of the newest iPad Pro models, with a USB-C connector, you may need to utilise a powered USB hub (i.e., it has its own source of power) - connecting both the iPad Pro and the storage device to ports on the hub.
I hope this information is helpful in resolving any difficulties with external storage devices.