iPadOS provides limited support for external Hard Disk storage.
An external HDD can be connected to your iPad with the Apple adapter appropriate for your model of iPad - if the HDD is both partitioned and formatted appropriately (i.e., a single partition - formatted as FAT32, exFAT or APFS). The Lightning to USB Adapter shown in your photos is not suitable.
You should note that the iPad is not capable of providing sufficient power to run an HDD. If the HDD does not have its own source of power, then external power must be supplied to the HDD using the connecting adapter (e.g., an Apple Lightning to USB3 Camera Adapter and Apple Charger of at least 12W) - or by connecting both the iPad and HDD to a powered USB hub.
- Lightning to USB 3 Camera Adapter
https://store.apple.com/uk/xc/product/MK0W2ZM/A
I hope you find this to be helpful in providing some useful clarity.