Hello and welcome to the forum!
Apple (and other third party merchandisers) offers the CCK (Camera Connection Kit) which I own - comes w/ two adapters which plug into your iPad's docking station and offers either a USB or SD card connection; this is specifically for use w/ digital cameras using a direct USB connection to your camera or its removable memory card. The USB connector is not meant to connect to other types of USB devices, such as external drives. If your iPad is 'jailbroken' (there is a separate forum if you wish to visit), then that may offer additional functions/uses.
As to watching movies on your iPad, you can rent or purchase films through the iTunes store and load them onto your iPad; also w/ the appropriate software, DVDs that you own may be ripped, converted into a format recognized by the iPad, and loaded onto the device (there are many threads on this topic, so searching would be most useful if that is desired) - regardless on how the movies are put onto the iPad viewing can be done on the device or w/ the appropriate adapter in the docking station can be cabled to a standard TV or HDTV; I own the connector and use an HDMI cable for that purpose.
In addition, you might want to checkout two Apple 'wireless' possibilities for streaming & sharing AV media, i.e.
AirPlay & Home Sharing - just google these terms in your computer's browser or on the iPad's browser - good luck and let us know if these comments have been useful or if you have other questions?