@RickJ
Normally the router should be plug and play after you insert a working and compatible SIM card, if it doesn't work in your case, please login the web interface via tplinkmodem.net or 192.168.1.1, then please check if the SIM card has been detected and if it receives any 4G signal, if so, please go to Advanced->Network->Internet page to check if the APN profile settings are correct or not, you could also create a new profile manually to see if it solves the problem.
For more troubleshooting guide, please refer to: Troubleshooting guide of no internet access with TP-Link Wireless 4G LTE Router working as 3G/4G Router Mode