How do I add a SIM card to my iPad?

Assuming that you have a WiFi+Cellular model iPad, see:

Set up cellular data service on your iPad Wi-Fi + Cellular model - Apple Support

If your iPad is a WiFi Only model, your iPad does not support connection to Cellular networks. If you have an iPhone, you can "tether" your iPad to the cellular-phone's hotspot:

How to set up a Personal Hotspot on your iPhone or iPad - Apple Support

If you want cellular data coverage for your cellular-capable iPad, ask your preferred carrier for an eSIM or SIM.

Otherwise, dismiss the prompt.

If you have a non-cellular iPad, there is no means to add cellular capabilities. You’ll need to use a Hotspot, or a carrier MiFi or Jetpack , or such.