Where did these movies come from?
Most iPad streaming apps will let you download movies and shows for offline viewing.
If these movies are in your iTunes Library on your computer, you can sync them to the iPad as you have always done, and they should appear in the Home videos section of the TV App on the iPad.
click here ➜ Sync movies between your Mac and iPhone, iPad, or iPod touch - Apple Support
If these are commercial movies bought from the iTunes Store, then you can download them from your library in the TV app directly on the iPad.
click here ➜ Download and stream shows, movies, and events from Apple TV+, MLS Season Pass, and Apple TV channels - Apple Support