To connect USB storage devices to your iPad, you must use an Apple Lightning to USB 3 Camera Adapter:
https://store.apple.com/uk/xc/product/MK0W2ZM/A
The majority of USB storage will require more power than the iPad Lightning port can provide. When using the Lightning to USB 3 Camera Adapter, you will need to connect a Power Adapter of 12W or greater output to the Lightning port of the Camera Adapter.
More information about connection to external devices and storage can be found in the iPad User Guide - along with other frequently overlooked information about your iPad and iPadOS:
Connect external storage devices to iPad - Apple Support
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 and other proprietary device formatting are 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.