Is there a headphone port on IPad Pro?

No. A set of wired headphones can be used via the USB-C port with the appropriate adapter, such as: Buy USB-C to 3.5 mm Headphone Jack Adapter - Apple

Depends on the model / Generation of iPad Pro.

On First and Second Generation 12.9"; 9.7" and 10.5" iPad Pros, there is a Headphone jack.

On 4th generation 12.9" and later, and all 11" iPad Pros, there is no headphone jack available.