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Since you didn't provide much information (as already mentioned by Snibby ) I have to guess:
GrapheneOS only runs on Google Pixel devices. If a really quick Google search doesn't fool me, there is no Google Pixel that supports MicroSD cards.
If you want to store files externally, you could use a USB-C drive (or USB-A + adapter), for example:
You could create an encrypted vault on the drive using Cryptomator, for example, and use it to back up and transfer files between devices (Cryptomator runs on Android, Linux, Windows, macOS and iOS).