Q: Connecting iPhone to iPad pro

No. You can use third party solutions to share photos and data from one device to the other one.

You can use an app like this to transfer photos. There are others available in the App Store, but this is the one that I have and use.

http://www.wirelesstransferapp.com/

You can use iCloud, DropBox and other cloud based apps to move documents from one device to another. iCloud keeps the documents in sync across all of your devices. You can also email documents back and forth.

If you can provide some more information as to exactly  what you want to do, it would be helpful for us to proves the best solution for you.

If you are just trying to transfer all of your data, apps, etc from the phone to the new iPad, this will be what you want to do.

Transfer content from an iPhone, iPad, or iPod touch to a new device - Apple Support