You're equating the process of loading a driver with a desktop operating system like Windows. The issue being your device is running Android and manually installing drivers for added device support doesn't apply.
With Android, device firmware/driver support is going to be done via an app. Products you buy will either be supported by firmware that's already integral to Android already, or by installing an appropriate app. Stress appropriate as added device support is usually provided by the device manufacturer, and sometimes generically. So an Ethernet adapter may be usable out of the box, and work via the OTG supporting firmware without you having to install anything. Or it may require an appropriate app. Depends on the device, and the chipsets inside it.