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/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.
The external storage device will obviously require an appropriate USB3 cable to connect to the USB port of the Lightning to USB3 Camera Adapter, or USB hub if used.
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