What you do is import the music into the iTunes program on the computer. You can then set up the music to sync when you connect the iPad to the computer and select it in iTunes. The music then appears in the Music app on the iPad.
All if this can be a bit confusing, so I'll add some definitions:
iTunes on the computer: Apple's catch all media player, manager, and stores; plus sync utility for iOS devices.
iTunes on the iPad. This is just the part of Apple iTunes store where you can buy music, movies, and TV Shows.
Music on the iPad: The app that plays the audio media (minus podcasts) that you downloaded from the iTunes store, or imported and synced via iTunes on the computer.
If you've never used iTunes, it's possible the first thing it will want to do is erase your iPad. Just say no.
Log into iTunes by clicking on the Sign In button and enter your Apple ID.
Go to the Store menu and Authorize the computer. Activate the Side Bar in the View menu, right click on the iPad under the Devices list, and choose Transfer Purchases.
If you have a lot of apps and other iStore content this will take a considerable amount of time.
With the iPad connected and selected in iTunes on the computer, there were be several links across the top. One of those will be for Music. The controls there are mostly self explanatory. It is also a good idea to go through the App section and make sure all your apps have checkmarks next to them. Any that do not will be removed on the next sync. You should only need to do this the fist time, and even then it's a just in case precaution.
As I said, if you don't want iTunes (many people don't', for various reasons), there are other computer options for getting music into the Music app; however all of them start with having the music on the computer. The only one I am half-way familiar with is iExplorer. It's not free, but it will do considerably more than transfer music. A powerful tool, you can do damage with it if you go fiddling too deep into the iPad. Not unrecoverable damage, but certainly inconvenient.
That's not meant to scare you off. Transferring the music should be easy and safe enough. It's just a warning that if you go digging into the app file section, don't add or delete stuff without knowing what you are doing.