Use USB microphone (like a Snowball by Blue) to iPhone with Lightning cable How to use a USB microphone like the Snowball Ice by Blue with an iPhone with Lightning port (such as iPhone SE)?
You'll need the Lightning to USB Camera adapter from Apple and then connect your microphone there.

Depending on the microphone, you could require an external USB power source. This is normally done by adding in a powered USB hub.

Note that this might not work with your specific microphone. It works with some USB microphones, but it is not really supported hardware by Apple.