Your iPad Air5 has a USB-C connector. To this you can directly connect an external storage device that has a USB-C connector - or with a suitable adapter, can connect other USB storage devices that use the larger USB Type-A connector.
To use a regular USB Thumb Drive with your iPad, you'll need an appropriate USB Adapter. For your iPad you might choose an Apple USB-C Digital AV Multiport Adapter or a suitable USB-C Hub.
- USB-C Digital AV Multiport Adapter
https://store.apple.com/xc/product/MUF82ZM/A

There are many third-party USB Hubs that have a USB-C connection for iPad plus a USB-C PD (Power Delivery) pass-through power connector to which you can connect your USB-C Power Adapter - along with the hub itself incorporating a combination of additional USB-C ports, USB 2.0/3.1 Type-A ports, Ethernet LAN, HDMI, VGA, SD and microSD card-readers.
Perhaps consider Kingston, Anker, Hyperdrive and Satechi - although there are many others from which to choose. A Google Search for USB-C Hubs compatible with iPad will find a number of articles and recommendations.
Speaking of personal experience, the Kingston Nucleum has proven itself to be particularly flexible for connection of USB storage devices - featuring twin USB3.1 Type-A, downstream USB-C and SD/microSD card slots, HDMI, plus a power pass-through USB-C port that can accept +45W from a suitable USB power source.
https://shop.kingston.com/products/nucleum-all-in-one-usb-c-hub?variant=42854031818944