Could you please tell me how to install Office Home & Business 2019 for IPad Pro

You need to get the Office Apps from the App Store. The download pkg that you get from Microsoft's website is for a macOS device.

Do you mean that I first get the Microsoft 365 mobile apps and then I install Office Home & Student 2019?

No. Microsoft Office Home and Student is not available for iPad.

I bought Microsoft Office Home & Student from the Apple store. i can't seem to install it. Help me!

This product is not available on iPad.