You can transfer files, photos, and other documents to a USB drive or SD card that is plugged into your iPhone/iPad
Forst you meed to set up your external drive using the Files app. https://support.apple.com/en-gb/guide/iphone/iphe9aff429a/ios

Select one or more files inside the Files screen in FileCentral. Then choose the "Export" item from the action menu. (circle with 3 dots button).
You can also view a file and tap on 'Save as'.

Tap on the "Files App" file destination. Choose your usb drive in the locations section of the Files app. Then tap on 'Save'