Not all content types are currently available in all countries - a list of what is available where is shown on this page : http://support.apple.com/kb/TS3599 . If you are in a country where you can't currently buy music and films / tv shows from Apple, then are there other music / film purchase download sites that you can use ? You can also copy your own CDs via your computer's iTunes and sync them to the iPad.
The Download tab will show any outstanding downloads that you have - if there isn't anything waiting to download then you will get the Terms and Conditions link.