Coincidentally, I'm just getting around to messing with this stuff. Here's what I've gathered so far.
If your DP has bidirectional USB audio, then you're all set. Plug your DP into your iPad with a USB cable and you're good to go (with the appropriate settings, of course). E.g., the RD-2000EX should work like this.
If your DP does not have bidirectional USB audio, then you'll send the MIDI from your DP to the iDevice via the USB, and then need to get audio out of the iDevice. Older iDevices have audio (headphone) jacks, but newer ones do not, so you'll need a dongle of some kind. I literally just ordered one such thingie, and it's on its way today. When I have a chance, I'm going to try this out with my Korg SV2 (which does not have bidirectional audio USB) and listen with headphones. It should be just like when I use PT with my MacBook (which has a headphone jack) at that point.
Sometime when I have a little more time, I'll experiment with my RD-2000 and let you know!