USB OTG cable topic

I'm a bit confused.
Having searched around these are in abundance.
But I'm seeing a lot that are actually flash drives.
Such as this one
Kingston 32GB Data Traveler MicroDuo USB 2.0 OTG Micro USB Flash Drive
Is this purely a flash drive or can I hook this upto phone and laptop up to that?
Same question for this type:
OTG/USB Multi-Function Micro SD TF Card Reader Adapter Hi-speed For Smart Phone

Finally, are they really useful. Specifically can I store music on an OTG sdcard or flash drive and play it normally via Google Music app?
Will I be able to save pictures direct without having to manually move them?