The iPad Pro has no headphone jack, so you will need to connect your headphones to it with an adapter if you don't go wireless. This is also a good way to connect to speakers if you need to plug into sound systems.
You can buy the official Apple USB C to headphone adapter for $9, which is a good price considering you know it will work, and you don't have to mess with any issues that might come from third-party options. Buy at Amazon, B&H Photo or Best Buy from $9.00 |