How to take a screen shot on an iPad Pro and add to file

See >>> Take a screenshot on your iPad - Apple Support

Having triggered the screenshot, tapping Done at upper left will prompt you to save the screenshot - either as a Photo to your Photo Library, or as a PDF file (and you can select the folder/location to which it is saved).

It's written/illustrated at the beginning of the support article that led you here:--> Take a screenshot on your iPad