That looks like a coaxial antenna. This type of function is not part of the USB standard, it's not likely to work. The only way you might get an external antenna to work would be to use an external WiFi card if Android will support it through OTG.
So, this is more than an antenna, this is a full WiFi card. You need to get it into the network stack of the OS, not easy to do as it requires some knowledge of compiling Linux drivers for devices and rooting your device.
I would check the website for the device and see if it indicates Android compatibility. I imagine that's referring to using a chip that Windows has a basic driver for, and Windows then uses the built-in configuration utility to connect to networks. Android is not that adaptable, it's not PnP as Windows is and the OS for each model of phone is built specifically for the hardware it's intended to run on.