Hi Marjul60. You're seeing this because the iPad WiFi cannot connect to this URL over the internet. It does this when you connect to WiFi, in case it's a captive network, like in a hotel. Your router needs to allow connections to captive.apple.com. For more explanation, see this link: Why is my sons iPad trying to goto captive.apple.com on my wifi when no other iPad is.
If this doesn't help, please describe more about what you're doing, and what happens. Is this a regular home network, or something different, like a business or school?