I have connected an OTG cable to my OnePlus device, but nothing happens. What to do?

*This is a self-answer post written in response to a [question](https://android.stackexchange.com/q/236120/96277) where the user couldn't figure out why their well-functioning OTG device was not working on their OnePlus device*. So, I have a OnePlus device running stock OxygenOS. I decided to connect an accessory to my device through an OTG cable/adapter but I see that the device doesn't detect or shows any response when I insert it. My cable/adapter works in other devices, so I'm a bit clueless here. How do I get my OTG cable/adapter working in my OnePlus device?