Starting with iOS 6, it seems that the AirPort symbol no longer appears when the iPad is connected to an ad-hoc Wi-Fi network, even if the connection is properly established. You can check if the iPad is connected by going to the Settings app / Wi-Fi tab. In the example below we are connected to "nick", tap on the blue circled i for the Wi-Fi network you're connected to.
If you see an IP, as we see below 192.168.2.6, this means your iPad is connected. You can now send/receive OSC messages with Lemur, or use the Lemur Daemon to send/receive MIDI.
If there is no IP assigned, make sure you wait for at least a minute, it can take this long for IPs to be self-assigned.