Can’t connect any device to iPad Pro on Bluetooth

The iPad User Guide outlines the process of pairing Bluetooth accessories - such as a compatible keyboard, mouse or trackpad - with your iPad:

Set up and use Bluetooth accessories on iPad - Apple Support

Should you experience difficulties, this support page should help with troubleshooting:

If you can't connect a Bluetooth accessory to your iPhone or iPad - Apple Support

If you continue to experience difficulties, you can obtain help directly from from Apple Support. You can contact the Support Team using the Support link at top-right or bottom-left of this page. Alternatively, you can initiate and manage your support cases using the excellent Apple Support App. The App also provides direct access to appropriate support resources. If not already installed on your iPad, the App can be downloaded from the App Store:

https://apps.apple.com/app/apple-support/id1130498044

You might also visit the Genius Bar at your local Apple Store or Apple Authorised Service Provider (AASP) - where the technicians will be able to test and assess your iPad - and provide additional assistance:

Genius Bar Reservation and Apple Support Options - Apple

most devices needs to be placed into pairing / discovery mode first time one connects them

how one goes about doing so differ from bluetooth device to bluetooth device, it should be in the documentation or on the manufacturers site.