You can with a lightning USB drive or a lightning to USB adapter, but it'll only transfer at USB 2.0 speeds on most iPhones, iPads, and iPad Pros with Lightning. Some will apparently do USB3 speeds but you need the right adapter. And if you plug it into your iDevice into your computer with a lighting to USBC or A adapter, it's still just USB 2 speeds. At least as of the last time I looking into it. Apple always made it hard to figure this out. The newer USB-C ones you can transfer faster.

My friend showed me a sandisk doodad he bought off eBay the other day that had an iPad plug coming off it. I was impressed. So strike that one off.

And I can’t still plug my vga monitor into my iPhone.

You can on an iPad Pro?

From literally any browser you can get a zip of all your iCloud photos and your iPhone/iPad will present itself as a mass storage device on any PC.

Why do you use an IPAD if you want freedom?

I still can’t download a car.