You’ll not be able to directly connect a USB Storage device using just your Lightning to USB Type-A charging/data cable. Instead, you must use an Apple Lightning to USB 3 Camera Adapter:
https://store.apple.com/uk/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 iPad User Guide - along with other frequently overlooked information about your iPad and iPadOS:
Connect external storage devices to iPad - Apple Support
To be recognised by 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. Formatting and partitioning, if required, must be performed using a separate computer; iPad does not provide any facilities to format an external storage device.