you need to add it in itunes on a desktop and then sync. even then only some will play due to the codecs, drm ect. basically unless you bought it from itunes its hit and miss whether it will work. if you put it in itunes and it wont take it, it wont let you put it on an ipad.
alternatively you could upload it to a cloud server such as dropbox and try and access it from there.
just another reason why i got rid of my apple stuff and went to android.
1998 GT lts.1990 fisher montare/procaliber tribute.
1984 raleigh record sprint and the full set of Pacific Blue on dvd.