iPad air 2 screen rotation
On an iPad Air 2, to access the screen rotation controls:


Turn on/unlock iPad
Swipe up from the bottom of the screen
Tap icon which shows padlock with rotating arrow around it - White is on, Grey is off.


Source: Apple

There has also been a noted issue on iOS 8 (pre-8.1) with the rotation lock. You may, if you haven't already, try updating to iOS v8.1+ should the above steps not work.