The only way to do it on a stock device is by using iTunes on your PC. You must first put your music into the PC's iTunes library and then sync it with your iPad.
Many folks hate iTunes (I'm not one of them), but I would always recommend you at least get familiar with it and understand it's capabilities in relation to syncing media onto your iPad...
If you have decided you already hate iTunes and don't want to go that route, the only way to get access to alternative methods is to jailbreak your device and use a solution such as pwnTunes, which is $6.99 (with free trial) from Cydia, the jailbreak app store. That allows you to drag and drop music and other media onto the iPad as though it was a USB connected device without needing iTunes at all. Jailbreaking isn't for everyone, but head over to our Hacking Section if you want to find out more about it.
Hope that helps.