What kind of account to you have?
Whether and how you can do this depends on that.
If you have a POP account, you're probably out of luck. Your iPad's Sent folder is local, and can not be changed. {to the best of my knowledge, I don't' use this account}.
If you have an IMAP account, dig into the advanced settings. Eventually you'll find folder behavior for all or some of the standard folders. You can change them to folders on the server; which is what you want.
Exchange account should keep all the mail on the severs. No choice.
Hotmail is usually POP, but can be
set up as Exchange.
GMail is IMAP with the default setup, but
can be Exchange.
iCloud is IMAP.
Yahoo acts like it's IMAP, mostly, but I'm not sure. A bit of mystery there.
I'm not familiar with the others.