How do I Connect Mac Pro 2019 to MacBook Air M2?

As noted, you cannot use the M2 MacBook Air as a hardware monitor for the 2019 Mac Pro.

There is a way to use it as an extra display for the Mac Pro. It's not as good as a hardware connection to a real monitor – and it might be completely unusable. But the feature is already built into your Macs – so it would not cost anything to play with it. The feature is called AirPlay to Mac. You tell the Mac that is to be the "display" to allow other Macs to use it as an AirPlay Receiver. (System Settings > AirDrop & Handoff). Then you can AirPlay from the other Mac (or an iPhone or iPad) to it as though it were an Apple TV set-top box.

Continuity features and requirements for Apple devices - Apple Support

Stream video and audio with AirPlay - Apple Support

Your Macs would support doing this in either direction.

Yea, Steve Zavodny, the same rough/general question has been sort of answered many times.. what are you trying to do/wanting to do? If you want to network them together for file sharing, that could work… if you want to use your MacBook Air M2 as a display/monitor for your mac pro 2019, the official answer is “No it won’t work, period”… there might be something like Duet display that sorta works ( not great, maybe but it does) , for which you have to pay to use( no freeware/trialware/donation-ware) … otherwise, forget it, just buy an external monitor or connect it up to your HDMI tv set

john B

The data rates for Video are the fastest data rates of anything in your computer. it is difficult to ACCEPT incoming signals (very timing sensitive as well) at those speeds. You really need a purpose built device optimized for that purpose.

Luckily, these devices are common. They are called TV sets.