My new iPad Air and my iPhone XR do not use the same charging cord. Also I can’t use my headphones with the iPad

Your 2020 iPad Air4 uses a USB-C connection - whereas your iPhone uses Apple’s Lightning connector. Your iPad also lacks a 3.5mm headphone connector.

To use standard 3.5mm headphones you simply need a USB-C to 3.5mm Headphone Jack Adapter:

https://store.apple.com/uk/xc/product/MU7E2ZM/A