Xiaomi blackshark android 8.0 can't connect to LAN Ethernet ill buy LAN adapter with usb c to connect LAN directly to my phone but it is not working. What possible to do
If or if not external USB device like an USB2Ethernet adapter works is device dependent, not Android dependent. 

If it is supported you will find some mention of "Ethernet" in the Android network advanced settings. If not it may work or not. If it does not work your device is most likely not capable to use such devices. 

Unless you plan to root your device and install a custom ROM that has USB2Ethernet OTG support there is nothing you can do.