Hi, welcome to the forum.
Tethering requires a jailbroken iPhone (google for "Spirit"). The after jailbreaking, look on app Cydia for "MyWi". It's $9.90
This will turn your iPhone into a wireless Hotspot. Set your iPad for the MyWi wireless network (once) and you are all set.
But the catch is, that you iPhones battery won't last longer than 3 hours or so.