Is it normal for my 2016 MacBook Pro to heat up when I connect HyperDrive to it?

HyperDrive by itself will not cause the MacBook to heat up. HyperDrive operating temperature is less than 48ºC / 118ºF.

However connecting HDMI and Thunderbolt USB-C displays (with or without the HyperDrive) will work up the MacBook graphics card and naturally cause the MacBook to heat up.