Yes, you definitely can. The tough part is that most thumb drives will not get enough power from the iPhone is order to work, so you need a specific dongle to get this to work.
That part will allow you to connect to the iPhone, connect a separate lightning cable to get power to the adapter, and then you can plug the USB drive to the adapter. As listed above, you can then export photos to the Files app, which will see the USB drive.
Alternately you could use the same process to copy to an SD card with one of these: https://forums.imore.com/e?link=htt...tning-to-sd-card-camera-reader&token=U_wtccE9
I have done both of these in the past. I used the SD card reader just a couple of weeks ago when I was on a trip to Europe and was without internet connectivity for a while to make sure I didn't lose any photos. (Well, I had internet, but they blocked connectivity to iCloud Photos, so they wouldn't upload.)