Cannot install downloaded iOS 14.4 update to my iPad Air, keeps showing error.

In absence of you providing essential details of the error that you see, perhaps this list of errors will assist with troubleshooting:

iOS update and restore errors – Apple Support

These support pages may also be useful:

If you see an error when you update or restore your iPhone, iPad, or iPod - Apple Support

If you can't update or restore your iPhone, iPad or iPod touch – Apple Support

What year and model iPad do you have/own?

The “A” model number can be found on aluminium back of your iPad in small print right under the larger bold print “iPad”.

What iOS/iPadOS version is this iPad, currently, running?

What is the rated, internal data storage space/capacity of your iPad model and how much of this free, internal data storage capacity is left inside of your iPad model?