With version of iOS before iOS 5 you must connect your device to your computer running iTunes.
The original iPad will be updated to iOS 5.1.1 which is the latest version of the iOS that it supports.
More recent iPads will be updated to iOS 7. Note that in order to update to iOS 7 you also need iTunes 11.1 or later on your computer. Not all computers will run iTunes 11.1.
If you have an iPad 1, the max iOS is 5.1.1. For newer iPads, the current iOS is 7.0.2. The Settings>General>Software Update only appears if you have iOS 5.0 or higher currently installed.
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 the iPad to the computer, open iTunes. Then select the iPad under the Devices heading on the left, click on the Summary tab and then click on Check for Update.
Tip - If connected to your computer, 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 an iPad (except iPad 1) to iOS 6.x, the next update can be installed via wifi (i.e., not connected to your computer).
Tip 2 - If you're updating via wifi, place your iPad close to your router to preclude getting a corrupted download.