Hello daline35,
To start off with, this article explains more about how to use the AirDrop feature with your iPad: How to use AirDrop on your iPhone or iPad - Apple Support. As the article explains, when files are received on your iPad, they will automatically be moved to the correct app to open or use those files. In this case, videos sent in a format that can be read by Photos (such as HEIF, JPEG, RAW, PNG, GIF, TIFF, HEVC, MP4, etc) should have gone there.
We advise checking the file format to make sure that it is supported and resending over AirDrop or through another method, as explained here: Use the Finder to share files between your Mac and your iPhone, iPad, iPod touch.
Let us know if we can help with anything else at all. Take care.