My new iPad Air will not turn off when I press button on top

If the button won't work, it's likely a hardware issue. You'll have to get it fixed - iPad Repair - Official Apple Support

In the meantime, you can use AssistiveTouch to turn your iPad off. AssistiveTouch puts a virtual button on your screen that can be used to lock your screen and provide other functionality. To enable it, simply say "Hey Siri, enable AssistiveTouch", or go to  Settings > Accessibility > Touch > AssistiveTouch, then turn it on.

You can read more about AssistiveTouch here - Use AssistiveTouch on your iPhone, iPad, or iPod touch - Apple Support

Try this -> Force restart iPad -> Force restart iPad – Apple Support (UK)