By default, your iPad doesn't show the "Caps Lock" key on its on-screen (digital) keyboard, which means that whenever you want to type a long acronym -or sentence- in all-caps, you have to tap on the Shift key between each letter, which can become cumbersome. Note that this does not affect the external iPad keyboard, which (like a MacBook or regular Mac keyboards, does include a dedicated Caps Lock key). But since the on-screen iPad keyboard is software, you can customize as you like: this tutorial explains how to add a Caps Lock key to your iPad's on-screen keyboard.
Follow these steps to enable showing the Caps Lock key:
Click on the "Home" button, and navigate through Home screens to find the "Settings" icon, and tap on it.

Tip: here's how to type in all caps without adding / enabling the Caps Lock key for the iPad's on-screen keyboard. When you type something, press and hold Shift down while you type with your other finger.