When it comes to downloading the videos to your iPad, Apple’s operating system for mobile devices restricts downloading of content that it considers to come from “unauthorized” sources. On Apple’s mobile devices, all content must be downloaded through the App Store, which means that any files you’d typically be able to download on a desktop from the web (like files, songs, videos, etc.) are disallowed.
Given this limitation, there is no way of downloading the videos on these devices unless they’re being delivered via an authorized app via the App Store.
Now there are ways around Apple rules, please refer to these links:
If you can hook up a computer to your iPad then perform method #3 at the link –http://www.wikihow.com/Download-Movies-and-TV-Shows-to-Your-iPad
You can download the app that is described here and then download the video to your iPad –http://www.cnet.com/how-to/download-videos-to-your-iphone-or-ipad-with-video-downloader/