Connection of external storage devices to your iPad is straightforward - with just a few caveats...
To be recognised by iPadOS, the attached USB storage device must be formatted to FAT, FAT32, exFAT, APFS or HFS+ with a single partition. If using your storage device with a Mac, it will almost certainly be correctly formatted for use with your iPad.
As the iPad has limited power capabilities, dependent upon the Storage Device itself, an external power source may be required. For HDD, an external power source is definitely required.
If connecting a storage device that has a standard USB plug, you’ll need an adapter; for simplicity and future flexibility, perhaps consider using an Apple USB-C Digital AV Multiport Adapter:
https://store.apple.com/xc/product/MUF82ZM/A
You might instead consider the cheaper Apple USB-C to USB Adapter - although this will not permit simultaneous connection of your Power Adapter:
https://store.apple.com/xc/product/MJ1M2ZM/A
Some additional information about connecting storage devices to your iPad 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