In order to connect a USB device (mouse, keyboard, WiFi) etc you'll need a '''USB OTG micro B to A cable''':
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If you need to connect multiple USB devices, a simple USB hub will do what you need. {{pl|284|A powered hub is even better}}, and will let you power high-current USB devices like WiFi adapters and even external USB hard-drives.
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As a bonus you can power the Pi Zero from the hub (the power cable does not pass any data) - just plug the power micro USB cable into one of the ports.