USB thumb drive and iPhone 6

Using the Lightening to USB adapter MK0W2AM/A, and an iPhone 6+ iOS 11.0.3.

I am not able to use any of my thumb drives to move pictures to or from my phone. The USB thumb drives work fine with my Mac. I've reformatted the drives using ExFat, Mac OS and MS-DOS with the disc utility/erase.

Is this the correct adapter to connect a thumb drive to my iPhone? If so, how can I determine if the problem lies with the adapter or the thumb drives?