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, APFS or HFS+).Â
You should also 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 a 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.
If you iPad has Lightning Port, you will require a Lightning to USB 3 Camera Adapter:
https://store.apple.com/uk/xc/product/MK0W2ZM/A
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