Use a Lightning-to-USB adapter or USB-C adapter, depending on your iPhone model
Plug the flash drive into the adapter
Open the Files app on your iPhone
If needed, allow the flash drive to appear in Files
Open the Photos app
Select the photos you want to transfer
Tap Share
Tap Save to Files
Choose the flash drive as the destination
Tap Save
If Save to Files is not available, use the Files app to copy photos from Photos or import them through a computer
For large transfers, use a powered USB hub if the flash drive needs extra power
Safely eject the flash drive before unplugging it