You first need one or more apps on the iPad that support the type(s) of file that you want to copy to it - unlike a 'normal' computer the iPad doesn't have a file system, and everything on it has to be associated with an app.
As to how you then get your files to your app(s) will depend upon what the app supports e.g. either via the file sharing section at the bottom of the device's apps tab when connected to your computer's iTunes, via your wifi network, email, dropbox etc.
If you want to sync media to the Music and Videos apps : http://support.apple.com/kb/HT1351
Syncing photos to the Photos app : http://support.apple.com/kb/HT4236