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.