Hi Rick,
Here is a link that describes the difference better than I can.
https://www.quora.com/How-different-is-a-normal-usb-cable-from-OTG-usb-cable
To put it in context for your situation. The OTG cable will cause the phone to go into 'host' mode and the phone will supply power to the pendrive and you should see it appear when using the 'File Manager' app or even VLC etc. in the phone.
Whereas the adapter that you have may be just a straight forward 4 'wire' USB connector type adapter which will leave the phone in 'device' mode and it will not supply the power that the pendrive needs for it to work.