does the ipad pro need to have a sim card in order to work?

No model of iPad requires a SIM Card to operate.

Many iPad owners purchase WiFi+Cellular models of iPad with no immediate intention of provisioning Cellular Service - but opt for these models for two principal reasons:

1) Provide the ability to use direct Cellular connectivity when/if immediate needs change

2) Use GPS-based functionality and location services. WiFi Only models of iPad have no GPS functionality.

In summary, if you do not provision Cellular service, a Cellular+WiFi iPad will continue to operate using WiFi alone - but continues to enjoy full GPS functionality.

No.

I have a WiFi and cellular data iPad. It does not have s SIM card installed.

I use it on WiFi.

With cellular data models, one benefit is that these have the GPS antenna installed, which make using a WiFi and cellular data model iPad ideal to use as an accurate GPS device, too!