2021 ipad pro

If this is an ordinary USB stick flash drive, you will need a USB-C to USB adapter to use with your iPad Pro.

USB-C to USB Adapter - Apple

In addition, the external drive needs to be formatted using a single data drive partition into one of these file/data formats below.

Apple Mac computer native drive formats - APFS ( Apple Proprietary File System ) OR Apple HFS+ ( Hierarchical File System+ )

FAT 32

Ex Fat

Apple Website external drive help links here below.

Tap on the links below.

Connect external devices or servers with Files on iPad – Apple Support (UK)

Connect external storage devices to iPad - Apple Support

A drive formatted in a Wndows PC format, like NTFS, will not work.

Good Luck to You!

To be recognised by iPadOS, the attached USB storage device must be formatted to FAT, FAT32, exFAT, APFS or HFS+ with a single partition. Microsoft NTFS is not supported. Formatting and partitioning, if required, must be performed using a separate computer; iPad does not provide any facilities to format an external storage device.

As the iPad has limited power capabilities, dependent upon the Storage Device, an external power source is often required.

As 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.

Some additional information can be found here:

Connect external devices or servers with Files on iPhone - Apple Support

https://www.imore.com/how-use-external-hard-drives-your-iphone-or-ipad