Welcome to iMore! You'll need to purchase a USB drive with a lightning connector and download a companion app from the App Store. From what I've heard Sandisk has a reputation for having the best companion app. Here's one:
SanDisk iXpand 32GB Mobile Flash Drive with Lightning connector For iPhones, iPads & Computers- SDIX-032G-G57 https://www.amazon.com/dp/B00RBGYPO...ag=hawk-future-20&ascsubtag=UUimUvbUpU2697967