For that to work you are going to ensure a few things:
1) You need an externally-powered hard drive. The phone just can't supply the proper power through the USB port.
2) Ensure the USB-C dongle you use is a compatible one (and that's a tricky part). Some dongles might need further external power for them to work.
3) Ensure the HDD is formatted as ExFAT. NTFS (or Mac) formats are not supported.
4) Check that you see the external storage on the File Manager. Some apps will not be able to see the external drive, however.