do I charge my new iPad first before I start this process

You generally don't need to, but you can plug it in and activate it while plugged in. You should not experience any problems.

There is no Finder App on iPad.

The closest to the Finder would be the Files App.

link-> Use the Files app on your iPhone, iPad, or iPod touch - Apple Support

There is no Finder app on the iPad. There is a files app, but you do not have access to the complete file system on an iPad, only what is allowed in the Files app.