Welcome to Android Central! I've seen conflicting information on the web about OTG support -- it might depend on the carrier variant. Which version do you have? Are you saying you've already tried an OTG cable and it doesn't work?
It doesn't support OTG at all. The pin that would supply 5V to the plugged-in device is inactive. It is possible to make OTG work, but only by rooting the phone. I have the following information from someone else's web page -- https://forum.xda-developers.com/an...stylo-2-plus-enable-usb-otg-function-t3632622
-- but PLEASE NOTE that I have NOT tried it myself and YOU PROCEED AT YOUR OWN RISK.