How do I play .asf files

Microsoft proprietary file format, so I am guessing you don't.

Look at link below to see if this helps. You can convert on a Mac or PC and then

import into iTunes on the computer to sync to your iPad.

http://www.applemacvideo.com/howtoconvert/movmac/asf-to-mov-mac.html

or, simply search the app store for 'asf' there are a half dozen players there that claim to play asf files.