My iPhone doesn't synchronize with my new iPad Pro 11

Photos will sync between devices if you do the following:

Settings > Your Name, Apple ID, iCloud, et > iCloud > Make sure Photos are turned on both devices.

For messages to sync, there is a link inside the Continuity Link I provided above which is this --> How to forward SMS/MMS text messages from your iPhone to your iPad, iPod touch or Mac - Apple Support

Follow the directions in that link exactly.

What is it you want to sync? Assuming both devices are on the same Apple ID and you have iCloud services turned on on both devices, they should display sync.

There are other options available using Apple Continuity --> Use Continuity to connect your Mac, iPhone, iPad, iPod touch, and Apple Watch - Apple Support

Specifically, what doesn't synchronize? Be as exact as possible.