Yes. iPads that you can connect to a cellular network cost $130 more than a wifi only iPad. ex, 16 gb ipad 4 w/ retina and wifi $499, 16 gb ipad w/ retina and wifi and cellular data $629. Plus, upon purchase at an apple store you'd have to ask for the carrier you would like to connect to: AT&T, Verizon, or sprint. Or you can go to that carriers location to purchase too. If you did not pay that much or did not ask for a carrier upon purchase then you have a wifi only iPad.
Did you specifically purchase the cellular option? iPads come in cellular and wifi only versions. The cellular version has a black bar at the top of the case to let the signal in. Look here : http://images.anandtech.com/reviews/tablets/apple/ipad2/_DSC0729.jpg
The iPad on the left is wifi, the one on the right is cellular.
If you purchased the cellular one, then you can get a micro sim on a data plan and fit it in your iPad.