Does Nokia Lumia 630 support OTG cable?

No OTG cable support is not available for Windows operating devices like Nokia Lumia 630.

Windows phones from Microsoft -any model- have no OTG support as far as my knowledge goes.
By the way, do people really use OTG functionality?

No,the hardware of Nokia Lumia 630 doesn't provide OTG feature to the users. It's a Windows phone and in majority of case the OTG support is missing.

No, Microsoft Lumia 630 doesn't have OTG/On-the-go support. This is because Lumia 630 runs on Windows 8.1 OS and it doesn't have any type of USB host functionality.
For more details you can check the below link :

Microsoft Phones don't support OTG feature for any versions of Windows. Even the latest Window 8.1 Denim has not support this feature. It is a very annoying thing because the competitor Google's Android phones has OTG support from their base models.
Maybe in the future Microsoft may include this feature but till date it is not available.