OnePlus’ OxygenOS (the Android OS that came with your OnePlus device or got updated some time ago) keeps OTG setting disabled by-default. A user has to enable that setting before using their OTG device. The setting can be found in Settings app → System → OTG storage.
If you cannot find that setting there, search for “OTG” term in Settings app and the relevant setting should show up. Once enabled, plug in your OTG cable/adapter along with your accessory and it should work (provided Android supports it of course!)
Do note that the OTG storage setting would auto-disable after 10 minutes of OTG inactivity. So you would have to enable the setting again should you find yourself in need of using your OTG accessory.
To keep the setting enabled all the time, see my answer here (required a rooted OxygenOS).