Connection of external storage devices to iPad and iPhone is possible - with some caveats...
To be recognised by iOS/iPadOS, the attached USB storage device must be formatted to FAT, FAT32, exFAT or APFS with a single partition. NTFS and other proprietary formats are not supported. As the iPad and iPhone have limited power capabilities, dependent upon the Storage Device, an external power source is often required.
If your iPad or iPhone has a Lightning port, you will need to use an Apple Lightning to USB3 Camera Adapter to directly 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 external power source must be rated at 12W or more.
- Lightning to USB 3 Camera Adapter
https://store.apple.com/xc/product/MX5J3ZM/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
Should formatting and/or partitioning of external storage devices ever be required, this must be performed using a separate computer - such as a Windows PC or Mac computer; iPad and iPhone have no capability to format an external storage device. Many HDD and SSD drives are supplied already formatted as FAT32 or exFAT.