How do I connect my new SE iPhone to my WiFi using my iPad that is connected.

You stated that your iPad is connected to your WiFi. Why can't you connect your iPhone directly to that WiFi?

If you have a cellular iPad and want to use that as a hotspot then you can, however, you have to confirm with your iPad's cellular service provider that the feature is available for you. Your cellular service provider controls the hotspot feature on your iPad/iPhone.

Axel F.