Wireless keyboards and other accessories require Bluetooth connectivity to work. Turning Bluetooth on is very simple and quick. Go into Settings -> General -> Bluetooth and turn it on. After doing this, the Bluetooth icon should appear next to your battery. On that same screen, a list of any detected and previously used Bluetooth accessories will show up. Select which device you want to connect to, and then your done (you usually also have to verification test). Once you are done using Bluetooth, be sure to turn it off, as it can consume your battery very fast.
Have fun with your iPad!