I need information and explanations how Ipad 4 with mobile card can work in Europe (Alcatel,, Wodafone or others)? Can somebody help me and explain what and how I can change its settings in order to work with the local providers?
In general, yes. Apple has a very easy to read page listing all the LTE channels each iPad supports.
Since no iPad is locked to a carrier, you don't have to jailbreak or unlock them - just pop in the Sim card for whatever carrier you like and you'll be pretty much ready to go. You should also check the non-LTE radio frequencies for each model by looking over the technical specifications page.
In the US, the Verizon & Sprint models also speak CDMA as well as operate on all the typical GSM data frequencies - so you might prefer a pure GSM model or one that can work on CDMA if needed, but this won't make much difference for many that want to use an iPad in Europe.