Is there a Firewall built into iPads?

No. No iPad has a firewall. There really would be no point to one on iPad. iPadOS is a sandbox operating system, which is virtually impossible to hack.

iOS and iPadOS do have in a sense some aspects of a firewall built into. For example, many incoming ports are closed in iOS and the user cannot open them. Almost all TCP ports are closed I know. But it has nothing that is user configurable.