I Really Need Help

Assuming that your android phone supports USB OTG(On The Go) feature any type of Usb device can be connected to your phone using an OTG Cable.
USB On-The-Go, often abbreviated to USB OTG or just OTG, is a specification that allows other USB devices, such as USB flash drives, digital cameras, mice or keyboards, to be attached to them.

All you have to do is to plug in that small end that you see to your phone and plug in the usb device that you want to access through your phone into the regular sized usb port that you see.(that is the other end)
:)
However since you are trying to connect a hard drive to your android phone
The fact that your phone will be able to read the drive or not heavily depends upon the power requirement of the Hard Drive
You see hard drives consume alot of power and its sometimes not possible for the phone to deliver it.
A Soution for this?

Buy this its available on all electronic stores this will surely get you going.
Insert the
HDD in the regular sized USB PORT plug in one of the usb mini port to your otg enabled device and the other one to a power supply like you cell phones charger.
P.S use
ES FILE EXPLORER to explore your HDD.

Thanks

Hope that helps.