What iOS is currejntly on your iPad?
iOS 5: Updating your device to iOS 5 or Later
How to install iOS 6
iOS: How to update your iPhone, iPad, or iPod touch
If you are currently running an iOS lower than 5.0, connect to your computer & click on the "Update your device using iTunes".
Tip - You may need to disable your firewall and anitvirus software temporarily. Then download and install the iOS update. Be sure and backup your iPad before the iOS update. After you update to iOS 6.x, the next update can be installed via wifi (i.e., not connected to your computer).