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.
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
If 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