I was able to get my Western Digital 1tb HDD to appear in iPadOS beta 1 but it would not display in beta 2 and not in beta 3. This is a pretty commonly used USB hard drive and I'm surprised that it doesn't display in the Filess app.
Beta 3 still has attached HDD issues
I reformatted the HDD to APFS format on my Mac and the WD 1tb My Passport works now.
Does it work at all? On iPad Pro 10.5 with the dongle does not recognise any HDD or USB drive.