iTunes can also help you add your own collection on your device. First, you need to add your music into the iTunes library, then you will have to sync your iPad with this iTunes setup.
iOS devices do not support simple drag'n drop like other media players, sadly. In my case, since I am not using iTunes (Ubuntu user), I manage my music using AirDisk Pro. There are a lots of apps doing the same thing, but I selected this one as I find it perfect for my needs. Under Windows, you will still need iTunes to access the shared folder of the app. This where you'll be able to do your drag'n dropping. Since I'm an Ubuntu user, the iPad/iPhone is directly supported and those shared folders do show up as any regular USB drive.
As a bonus, these apps can also have content added by wifi, which is a tad slower, but useful as you don't need any cables to make the file transfer.