Why I cannot use my iPad Pro to receive any sms

Do you have an iPhone - or just an iPad?

An iPad, whether a Cellular model or not, is not capable of directly accessing Cellular Voice or SMS/MMS Messaging features. An iPad with either WiFi or Cellular connectivity alone can only access IP-data services. If you have added a DataSIM and Cellular plan to a WiFi+Cellular model of iPad, the number associated with the SIM card is only used to identify your account for billing purposes. This number is not used for making calls or sending messages.

However, when paired with an iPhone, the capabilities of iPad significantly broaden to include access to Cellular Voice and Messaging services of the associated iPhone - relayed to the iPad over WiFi using Apple’s continuity features.

More information about Continuity and the relevant Cellular services can be found here:

Continuity

Use Continuity to connect your Mac, iPhone, iPad, iPod touch and Apple Watch – Apple Support

SMS/MMS Messaging

How to forward SMS/MMS text messages from your iPhone to your iPad, iPod touch or Mac - Apple Support

If you have an iPhone - and both iPad and iPhone are signed-in to iCloud with the same AppleID - to send SMS/MMS messages (green bubbles) from your iPad you must explicitly enable Text Message Forwarding for your iPad on your iPhone...

On your iPhone:

Settings > Messages > Text Message Forwarding - set to ON - and explicitly enable your iPad from the list of devices.

Also ensure that Messages in iCloud is enabled on both your iPhone and iPad:

Settings > [Your Name / AppleID] > Messages - set to ON

Because an iPad is NOT a phone.

Even when fitted w/ a SIM, it’s not a phone (the SIM only provides data - no voice or SMS/MMS)

However, if you ALSO have an iPhone, you can link the two devices so as to be able to send/receive SMS and place/receive calls thru your iPad. (even though your iPhone is actually doing the sending/receiving w/ your carrier)