Do I have to purchase WiFi or data for an iPad Pro?

All models of iPad support connection to WiFi networks. WiFi+Cellular models of iPad have the ability to connect to either WiFi and/or Cellular networks - however, you are not committed to subscribing to Cellular service unless you wish to do so.

Connecting to WiFi costs nothing - unless you are connecting to a public WiFi network that charges for access via a paywall. You can connect to your domestic WiFi network without paying additional charges.

No. You can connect the iPad Pro to any WiFi network, providing you have the credentials needed to connect to that network. The iPad Pro will be usable without connecting to any network, but keep in mind some of its features will not work properly - iCloud.. for example.