How can I transfer files from a flash drive to my iPad?

For an iPad with a Lightning connector, such as the iPad9 (implied by the tags appended to your post), you’ll require an Apple Lightning to USB3 Camera Adapter:

https://store.apple.com/uk/xc/product/MK0W2ZM/A

To provide sufficient power for the USB drive, you’ll need to connect a Power Adapter (charger) rated at least 12W to the auxiliary Lightning port of the Camera Adapter. The iPad, on its own, except for very low power devices, cannot supply adequate power for connected USB storage devices. The Power Adapter supplied with your iPad, with the appropriate cable, is likely to be adequate.

For an iPad Pro with a USB-C connector, you’ll need to connect your iPad and the USB Flash Drive to a powered USB hub - or other USB-C to USB Type-A adapter.

In all cases, your USB storage must have a single data partition - and be formatted as FAT32, exFAT or APFS. iPad cannot read multi-partition devices, or proprietary device formats (such as NTFS).

More information about connecting and using external storage devices with iPad can be found within the iPad User Guide:

Connect external storage devices to iPad - Apple Support

There might be ways of doing it by connecting a USB hub. However, it might be easier to use a computer to transfer them through a cable.

What kind of files? Video files are fairly easy and are available in the Apple TV app. It's just a drag and drop. Very easy with a Mac although with a PC it would require iTunes.

Another way would be to email the files to yourself and then download them via whatever email or webmail service you might use.

Yes. You can use a USB-C to USB adapter like this one ➜ USB-C to USB Adapter - Apple

Also see here ➜ Connect external storage devices to iPad - Apple Support