I do know that you can copy files from an SD card. I have done it. They all get copied to your Photos App, whether they are a picture, word file, movie etc. I found the info from this website:
http://hints.macworld.com/article.php?story=20110314054357575 which says:
This hint requires the Apple Camera Connection Kit and some SD cards.
You may find it useful for all sorts of reasons to have extra storage space available on your iPad. In my case as a regular traveller I like to take a number of movies to watch on my iPad but there is a limit to how many large-sized films that can be stored on the device; especially if you have one of the smaller memory sized ones. I know apps like AirVideo can stream from your home computer even when travelling away from home, but this is not always practical depending on where you go.
I have discovered, after reading a hard-to-find hint elsewhere on the web, that photos and videos can be stored on an SD card, and imported with the SD card adapter in the Camera Connection Kit, as long as the filenames are in a recognised format. The original hint I found suggested that just naming the files correctly would work but I found that the files need to be in a specific folder to be recognised.
The SD card you use needs to have the folder structure that is created when the card is used in a camera, so I just used a card that already contained this structure, but one where all the old photos/videos have been removed.
The folder structure on my card looks like this: DCIM » 100DICAM, but yours may well be different. The important thing is that any movies or photos that you want to be able to import to the iPad need to be in the embedded 100DICAM (in this case) folder. I have another camera where the second folder is not there and on this card I put the movies directly in the DCIM folder.
Than all you need to do is add movies to this folder with the naming structure as used by your camera. An 8 digit name with sequential numbers. Examples could be P0000001, P0000002, etc. or DCM_0001, DCM_0002, etc.
When you then put this card in the Camera Connection Kit and plug it into the iPad, the iPad will ask to import the files. They will be added to the Photos app, but they play just fine from there. I have successfully imported a large HD movie (formatted with Handbrake for the AppleTV). You need a big card for this size of movie though.
With this process you can delete movies from the iPad when they have been watched and add new ones. The only difficulty is that the name structure required means that you don't know what film is what -- a good set of notes would be needed, unless you have a very good memory that is!
Thanks go to the author nigelgoodman for this very handy and useful way of bringing along more files of various types when we travel!