Connection of external storage devices is possible - with some 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. As the iPad has limited power capabilities, dependent upon the Storage Device, an external power source is often required.
If your iPad Pro has a Lightning port, you will need to use an Apple Lightning to USB3 Camera Adapter to connect USB devices to the iPad. This adapter has both a USB 3.0 Type-A connector and an additional Lightning port to supply power, from your Power Adapter, to both the iPad and connected device. The Power Adapter must be rated at 12W or more.
- Lightning to USB 3 Camera Adapter
https://store.apple.com/xc/product/MK0W2ZM/A
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
You may find that a third-party File Manager App will provide greater flexibility in managing and transferring data/image files between your iPad and external storage. Of those available from the App Store, one App that comes readily to mind is FileBrowser Professional by Stratospherix:
https://apps.apple.com/gb/app/filebrowser-professional/id854618029
You would be well advised to review the extensive online Manual and help files to determine suitability for your needs.
https://www.stratospherix.com/products/filebrowserprofessional/filebrowser-professional-user-guide.php