If you mean how to convert them to iPad-viewable, look at Handbrake, a freeware that will do it.
However... if you're looking to copy commerically sold, copyright-protected movies onto your iPad, then Handbrake will not strip away the digital encoding that prevents copies from being made. And discussion of how to do that is not permitted on this forum.
The first two answers have already explained what to do with native (MOV / MP4 / M4V) or non-native (not any of the above three file types) format.
I would also add that, should you have a video in non-iOS-native formats, in many cases you can just remux the video into a native format (MOV / MP4 / M4V) very easily and quickly with tools like Subler, avidemux or iVI. So, what files are you trying to transfer to your iPad?