Flash Drive Help. Am I doing something wrong?

Hello Everyone,
I have a 6th generation 9.7” iPad running iOS 13.1.2. I just bought this flash drive in the hopes that I can easily transfer documents on and off the iPad to make things easy when I am working (USB Flash Drive 128G, USB Memory Stick 128GB Jump Drive Thumb Drive 3.0 Flash Drive Compatible for iPhone/iPad/PC/Android Password/Touch ID Protected Flash Drive for iOS/iPhone (128G Gold) https://www.amazon.com/dp/B07G49HV5N/ref=cm_sw_r_cp_tai_wMbLDbJ7NZQGF).
I was under the impression that the new iOS would allow me to see this flash drive in the Files App and transfer documents to it. This has not been true, however. The flash drive comes with its own app, which allows me to see what is stored on it, but it does not appear when I look through the Files app. Do I need a different flash drive to connect to my iPad, do I need a hub or a dongle?
I would appreciate any help or advice anyone can give me. Thank you.
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