When setting-up a new device, natively available transfer methods are all-or-nothing. If you need to selectively transfer photos or files, you must individually move/copy them using AirDrop, iCloud or iTunes (using a PC or Mac computer). Alternatively, there are third-party file manager Apps (e.g., Stratospherix FileBrowser) that provide additional methods to transfer and manage your data.
Data synchronised directly with iCloud is not included within an iCloud backup. Your choice of data synchronised with iCloud can be controlled from iPad Settings:
Settings > [Your Name / AppleID] > iCloud - enable Apps and services that you wish to synchronise with iCloud
These support pages should get you started with setup of your new iPad - and the methods of transferring your data from old to new iPad:
Set up your iPhone, iPad or iPod touch – Apple Support
Transfer data from your previous iOS device to your new iPhone, iPad, or iPod touch - Apple Support
Use Quick Start to transfer data to a new iPhone, iPad or iPod touch – Apple Support
If the donor iPad, from which you are transferring your data precedes iOS12.4, QuickStart will not be available.
“Transfer” is rather a misnomer. In reality, your data and setup is merely cloned to the new device. Nothing is moved or removed from the original device.
An alternative is to restore either an iCloud or iTunes backup to the new device:
How to back up your iPhone, iPad and iPod touch – Apple Support
Restore your iPhone, iPad, or iPod touch from a backup - Apple Support
