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Once you enable your passcode, this is the screen on which you'll enter it. This is the grey gear app on your home screen. If this is your first time enabling a passcode, "Turn Passcode On" will be the only selectable option. If your iPad supports Touch ID, this option will be called "Touch ID & Passcode". Your iPad will prompt you for your desired 6-digit passcode. You'll need to enter it again exactly the same way on the next screen to verify. If both your new passcodes match each other, you'll be taken back to the "Passcode Lock" screen. You still need to confirm that your passcode is active. Your iPad is now passcode-protected! You can change or remove your passcode at any time in the "Passcode" menu.
Swipe right on your iPad's screen to unlock it. Open your "Settings" app. Scroll until you find the "Passcode" option, then tap it. Tap "Turn Passcode On". Enter a passcode of your choosing. Confirm your passcode by typing it in again. Press your lock button to lock your iPad. Swipe right on your iPad's screen, then enter your passcode.