Only the current iPad9 has a built-in 3.5mm headphone jack. All other models now require use of Bluetooth for wireless headphones, or a suitable adapter to connect wired headphones to either the Lightning or USB-C port of the iPad - as determined by the model.
Be aware that the Apple 3.5mm Adapters are tiny - and can be left permanently connected to your headphone cable.
- Lightning to 3.5mm Headphone Jack Adapter
https://store.apple.com/uk/xc/product/MMX62ZM/A
- USB-C to 3.5mm Headphone Jack Adapter
https://store.apple.com/uk/xc/product/MU7E2ZM/A
There are also many third-party headphone adapters that are available, although many may be more bulky. Some incorporate an additional pass-through power connection, permitting simultaneous connection of the iPad Power Adapter for charging.