There are several ways to connect a USB flash or SD card to the iPhone and listen to music located on it. You can also manage your files with a built-in file manager in our apps hazel music.

The first way is to connect your USB flashcard using standard Lightning to SD Card Camera Reader https://www.apple.com/shop/product/MJYT2AM/A/lightning-to-sd-card-camera-reader

or connect your USB flashcard using Apple Lightning to USB 3 Camera Adapter https://www.apple.com/shop/product/MK0W2AM/A/lightning-to-usb-3-camera-adapter

In this case go to > Local Music tab then > tap Import go to browse from bottom tab you will see your connected USB drive then tap on drive you will see your music files. Select file it will be imported in your local music.