I don't see my iPad Pro in the finder menu, it is connected to usb

Start here:--> https://support.apple.com/en-us/HT204095

If the issue persists, contact Apple Support directly, using this link:--> Get Support

Regards

Giulio

1. What macOS version is your Mac running? You won't see the iPad in the Finder unless it is running macOS 10.15 Catalina or later.
2. How exactly are you connecting the iPad to the Mac? Is it unlocked, and has it asked to trust the computer?