The previous poster is, of course, talking about using iTunes on your PC to synch with the iPad and transfer the game app from your PC to your iPad. iTunes should start automatically when you plug your iPad in to your PC using the USB cable that came with it and that you probably used to initialise the iPad when you first switched it on (unless, of course, the Apple Store did this for you).
If you have any further questions or this doesn't work out, just get back in touch with us.
Tim
Scotland