My Mac is connected to the internet via Wi-Fi.
Can I use this connection for my iPad? I guess creating a local network is not possible, since I already use the wifi of the mac. So, is it possible by connecting the iPad with the USB cable?
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To share your Mac internet connection with your iPad do the following (Source with some screenshots)
On your Mac, go to Apple > System Preferences > Sharing
At this point, you should be able to get online on your iPad. Obviously, for this to work, your Mac will have to be awake and connected to the internet.