Hello and welcome. it's good to see you and I hope you enjoy your visits.
First, two administrative things:
(1) Since you talk about a jail broken iPad, I've taken the liberty of moving your post over to the Hacking section.
(2) I deleted your other thread you started today on this same topic. Making more than one post not only fragments the conversation and makes it hard to follow - it's against the forum rules. Please keep any follow-ups, discussion or updates on this topic to this thread; do not start another. Thanks for your understanding.
Now, your question...
Yes, you can use the jail break tweak iFile ($4.00, USD, in Cydia) and the Apple Camera Connection Kit (CCK) to access an SD card on which you've got movies, files, music, etc.
t's a very simple matter in that all you need is iFile. Once you have iFile, connect the SD card to the iPad with the CCK and open iFile. It should automatically load the card as an external drive (it will show in the Home section, on the left, in iFile). Then, you browse to h]the file you want to open and select it to get the "Open In..." option. Pick the app that will run/open the file and that app will open. Done.
Do note that the file will be transferred to your iPad in order to play - so make sure you have enough storage for the file. Once you have finished viewing it, you can delete the file.
Hope this helps. Please let us know how you get on and if you need more assistance.
Marilyn