I have an iPad Pro third generation and an HP envy printer 5530. I am having trouble connecting my iPad to the printer.

A direct (wired) connection to most printers is not possible. Instead, iPad supports Apple’s Wireless AirPrint printing technology.

See:

Use AirPrint to print from your iPhone, iPad or iPod touch – Apple Support

Connect an AirPrint printer to a Wi-Fi network – Apple Support

No physical connection available.

Connect both devices to your wifi network and use airprint.

Regards

Giulio