Can I set up an eSIM on my iPad Pro?

That depends on the exact model of iPad Pro you have.

eSim is supported on iPad Pro 12.9" 3rd Generation and later, and iPad Pro 11" (all generations). See the following link if you have one of those models.

click here ➜ Set up cellular service on iPad (Wi-Fi + Cellular models) - Apple Support

A first generation iPad Pro 12.9" does not support eSim.

iPad Models that support eSIM:

• iPad mini (5th generation and later)
• iPad (7th generation and later)
• iPad Air (3rd generation and later)
• iPad Pro 11-inch (all generations)
• iPad Pro 12.9-inch (3rd generation and later)

Note: Not all carriers support eSIM. Contact your carrier for more details. Only iPad (10th generation) Model A3162 supports eSIM activation in mainland China.

If you have a WiFi+Cellular model iPad that supports eSIM, the iPad User Guide (linked here) provides extensive guidance for setup:

Set up cellular service on iPad (Wi-Fi + Cellular models) - Apple Support