How do I get more space to download updates?

We are all assuming you have a newer one with USB-C ports:

Identify the ports on your Mac - Apple Support

As for adapters, you can use one like this:

USB-C to USB Adapter (Apple)

I have use this less expensive version that has worked without issue for over two years:

OWC USB-C to USB-A (USB 3) Adapter Cable

To get more space, you would need to delete stuff from the Mac, or move it out to an external hard drive.

All Macs have ports to plug things into. Whether those ports fit the "disk" you ordered or not, is different question. What exactly did you order? What MacBook Pro year / model do you have?

You probably just need an adapter to connect the disk to your Mac.

Hi,

See: Free up storage space on your Mac - Apple Support