That depends on how you obtained your videos, and what format they're in.
If you bought the videos from the iTunes store, then it's a fairly straight-forward process. There's a tab for movies (or videos, I can't remember the exact term Apple used), and from there you can check or uncheck videos to be included on the iPad. Check a video and sync to transfer it over. The video will remain checked; uncheck it and sync to remove it from the iPad.
Since you're asking, I'm going to guess that the videos you have are not from the iTunes store. Perhaps these are rips you've made, yourself, and now you'd like to get them onto the iPad. In that case, it basically comes down to two choices:
1) If the video is in a file type and codec that the iPad "understands" natively, then you'll need to load the video into the iTunes library. After that, you should be able to sync it to the iPad as I described above.
2) If the video is a different filetype (such as a .MKV) or uses a fancy audio and/or video codec, then you're going to require an app to play the file. Depending on the codecs, your needs may be met by something like
Documents, a free document manager that can also play back many videos (and which is incredibly useful to have for files beyond videos), or you may need a video-playing app, like
VLC (free, but in my experience, buggy, and I think still lacks Dolby audio support due to licensing issues), or my personal preference,
Infuse (the pro version, which isn't free; you can try the free version first, but it lacks some codec support).
Regardless of which app you go with, you can do the transfer in one of two ways. All three apps I mentioned above can have files transferred through your web browser, by opening the app and then directing your browser to the iPad's IP address (which the app will tell you). Drag and drop or use a transfer dialogue. Documents is a bit more unique in that it will allow you to mount it as an external drive to your computer, and then you can manage it through the Finder.
All of those cases require wireless transfers. If you'd prefer to use a cable, or if you'd really still prefer to go through iTunes, you still can. Within iTunes, connected to your iPad, choose the "Apps" tab and scroll all the way to the bottom. When scrolling, try to position the mouse outside of either of the two panes that display apps and your layouts. You'll scroll to another pane called "File Sharing." Click on the app (Documents, VLC, Infuse, etc.) and then scroll all the way down. There's a button called "Add" which will bring up a file picker dialogue box. Choose your files to be added, and when you sync your iPad, the files will transfer over. (If you have a video player application and don't see it available for selection, then it doesn't support document transfers in that manner. I can verify that Documents, Infuse, and VLC do support this method as well.)
Hope it helps.