Before putting the Sim card in the modem, you must put the Sim card in a mobile phone, deactivate the Pin code (ctd that when you turn on the phone it no longer asks for a password).
Then still with the phone, make a call to another phone and send an sms to another phone.
When everything is OK remove the Sim card from the phone, unplug the modem from the computer, put the Sim card in the modem and test.