All models of iPad Pro and your iPhone SE2 are both capable of update to iOS/iPadOS 16.6. As you have iOS/iPadOS 14.7.1 installed, you should update both to the current version.
These support pages outline both the available methods by which the update can be performed - and troubleshooting should you experience difficulties:
Update your iPhone, iPad or iPod touch – Apple Support
If you can't update or restore your iPhone, iPad or iPod touch – Apple Support
If your iPhone, iPad or iPod touch won’t update - Apple Support
iOS update and restore errors – Apple Support
Be aware that while your devices are capable of update, given that they are so far behind the current version, you may need to use a computer to perform the update. To do so, you will need access to either a Windows PC (with iTunes for Windows installed) or a Mac (with iTunes or Finder - as appropriate for the installed version of MacOS). Ensure that your installed version of iTunes has been updated to the most recent version; the essential device drivers are included.
Download and use iTunes for Windows – Apple Support
Update to the latest version of iTunes – Apple Support
Update software on iPhone, iPad or iPod touch in iTunes on PC - Apple Support
Update your iPhone, iPad, or iPod touch with the Finder - Apple Support
If you have a beta profile installed, ensure this has been removed from your iPad/iPhone - as, otherwise, installation of production software updates may be inhibited. This support page provides the necessary information to remove the beta from your iPad:
How to uninstall iOS beta software - Apple Support
You should note that to install an available update, the device battery must be charged to at least 50% capacity - and/or be connected to its Power Adapter.