Hi
Zabi - welcome to the forum!

First,
Bluetooth (BT) is a 'wireless' technology used mainly for connecting peripheral devices that would otherwise be cabled - examples that I use are the Apple BT keyboard, wireless headphones, and portable travel speakers; now there may be a few other uses, but BT is not a wireless option for transferring files/data between two iPads, if that is your implication? If not, then please ask a more specific question(s).
Second, your question about 'connect with iTunes' also needs some clarification - if you want to know how to get started w/ this service, then just google 'iTunes basics' - there will be plenty of hits for information on the app/program; also there is an inexpensive Kindle eBook offered by Amazon
HERE - really a beginner's guide, so don't expect much. Also, you might want to pose some more specific needs, e.g. do you want to use the store, learn how to sync and backup your iPad, put music and/or videos into the library, et al options - not sure? Good luck and let us know - Dave