There are two fundamental variants of each iPad model - these being (1) WiFi Only and (2) WiFi+Cellular. Cellular capabilities cannot be retrofitted - any more than the internal storage of the iPad can be changed after manufacture.
Your best option, if you need Cellular connectivity (or GPS functions that are not present on WiFi Only models) is to return the WiFi Only iPad - and replace it with a WiFi+Cellular model.
Alternatively, if you have an iPhone, you might use the Hotspot feature to to share your iPhone’s Cellular plan with your iPad. If you don’t have an iPhone, a further option is to purchase a standalone Cellular Router (also known as MiFi) - and use the Cellular hotspot to provide cellular connection for your iPad.
How to set up a Personal Hotspot on your iPhone or iPad – Apple Support