There is lots of good advice and info on here plus plenty of members all too willing to help with any problems.
Remember, search is your friend. If you can't find the answer you need and you post a question then give as much info as you can to help members help you i.e. iPad 1 or 2, iOS version and name of app if the problem is with a specific app........and please don't forget to read the rules http://www.ipadforums.net/forum-rules-help-info/2119-forum-rules-everybody-please-read.html
You can download the manual for your iPad here http://support.apple.com/manuals/ and in iBooks search for "iPad user guide for" and you will find free comprehensive manuals for both iOS 4 and 5.
If you have other Apple products or are interested in other Apple kit then why not join our sister forum too at http://www.appleforums.net/
You will need to have downloaded a compatible video player before the Open In… method will work. OPlayer is a popular app that plays a wide variety of video formats.