When you import a book into iTunes, right click on it and choose Get Info. Go to the Options tab and make sure Media Kind is set to audiobook. Otherwise it will treat it like a music file. You want it to know it is an audiobook, that way it will remember your place.
You set up syncing for audiobooks under the Books tab when the iPad is plugged in (or set for wi-fi syncing). You have to check the box to include audiobooks, then select all or selected books.