I don't think that you are missing anything from what you have said. Where are you seeing the message about the iPad not being connected? Are you seeing that in iTunes?
Are you connecting the iPad to the computer with the cable? When the iPad is connected ro your computer and with iTunes running, can you see the iPad name under the devices heading in the sidebar on the left side?
Try quitting iTunes, reboot your iPad, restart your computer and then try again.
Reboot the iPad by holding down on the sleep and home buttons at the same time for about 10-15 seconds until the Apple Logo appears - ignore the red slider - let go of the buttons.