USB OTG is an adapter cable/dongle. This is not a regular cable as it has an additional wired pin to provide power to the device connected through the adapter.
You can find cheap ones on eBay. Basically, it is a male microUSB to a female USB adapter. Then connect any USB device to it (USB hub, card reader, USB stick, keyboard, mouse, etc). It's mostly plug and play interface like a regular computer.
But make sure it states OTG (on the go).