You’ll not be able to directly connect a USB Storage device to your iPhone14. You must use an Apple Lightning to USB 3 Camera Adapter:
https://store.apple.com/xc/product/MK0W2ZM/A
Don’t be confused by the name of this Adapter - as it is the key to connecting many USB devices to your iPad. The adapter incorporates the essential USB Controller/Root Hub that interfaces USB accessories to your iPad’s Lightning port.
More information can be found in the iPhone User Guide - along with other frequently overlooked information about your iPhone and iOS:
Connect external storage devices to iPhone - Apple Support
To be recognised by iOS/iPadOS, the attached USB storage device must be formatted to FAT, FAT32, exFAT, APFS or HFS+ with a single partition. Microsoft NTFS and other proprietary device formatting are not supported.
You also need to understand that Hard Disk Drives are notoriously power-hungry - and will likely require more power than your iPhone's Lightning port alone can supply. As such, unless your external HDD has its own source of power, you may need to to use a powered USB hub along with the Lightning to USB3 Camera Adapter; you must also connect a suitable Power Adapter to the USB3 Camera Adapter. The Power Adapter must be rated at least 12W (2.4A @5V) - although a 20-30W Power Adapter is recommended.