How do I connect my keyboard to my iPad?

Please tell us the description of the keyboard. If you can tell us the make and model of the keyboard plus confirm that the model of your iPad Air is the 1st generation, then your question will be easier to answer.

If it is a Bluetooth keyboard, then you will have to pair it to the iPad Air by putting the keyboard in Pairing Mode (refer to the keyboard’s manual) and then, on your iPad Air, opening Settings ➔ Bluetooth and then locating the Keyboard in the list and clicking on it.

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Is this an Apple Keyboard or is this a 3rd party keyboard? If this is a 3rd party keyboard, you are going to have to follow the instructions that came with the keyboard. It's most likely Bluetooth and you'll have to follow the directions on how to get it into pairing mode, and then go to Settings > Bluetooth. Then in the list at the bottom, you'll see the list of devices that are available. You can click on the keyboard name and follow the rest of the popups that you see to get it connected. If it has a connector then you'll also be able to read the instructions that came with the keyboard to see how to connect it.

If it's an Apple keyboard, then it will most likely just connect to the iPad using the pins on the keyboard that will connect to the pins on the iPad to get it connected. It will have magnets in it so you can get it in the general area and it should automatically connect when the magnets pull the keyboard to the iPad.