Can you use a flash drive with an iPad pro

Yes, but only specific types of iOS compatible drives can be used via their own apps, and they cannot be used for backups. Only for manual transfers of files.

There are also wifi drives that can be used wirelessly with iOS devices.

Look here for some recommended drives you can use:

https://www.macworld.co.uk/feature/iphone/best-external-storage-drives-for-iphon e-ipad-3579792/

https://9to5mac.com/2015/03/20/the-best-iphoneipad-usb-flash-drives-with-lightni ng-connectors/

There are a few special storage devices for mobile devices. There are portable, bulit-in WiFi hotspot hard drives for mobile devices made by Western Digital and Seagate.

http://www.wdc.com/en/products/products.aspx?id=1330

http://www.wdc.com/en/products/products.aspx?id=1660

http://www.seagate.com/consumer/stream/

There are special mobile lightning connected and built in WiFi Hot spot, USB flash drives made by SanDisk (now owned by Western Digital)

https://www.sandisk.com/home/mobile-device-storage/ixpand

https://www.sandisk.com/home/mobile-device-storage/connect-wireless-stick

http://www.adamelements.com/iKlips/iklips.html

Kingston makes some sort of Lightning connected Flash Drives for iOS devices, now, too!

Good Luck!

A standard, cheap drive isn't going to work. There are drives made for use with iOS devices. They are somewhat limited by iOS itself, though.