How to connect earphones to 12.9-inch iPad Pro?

I'm assuming you mean a wired set of headphones or earbuds. If not, please let us know what you have.

Earlier models of the 12.9-inch iPad Pro had a 3.5 mm audio jack; just plug into the jack.

Later models of the 12.9 inch iPad Pro need this adapter to use a wired earphone:

Buy USB-C to 3.5 mm Headphone Jack Adapter - Apple

Yes, that is correct, for the models with USB-C charging/data ports and no audio jack.