How to set up Mobile Broadband on a laptop?

Question

Lenovo

Hello.
I bought myself a Lenovo W540 ThinkPad workstation.
There is a SIM card slot under the battery, but absolutely nothing happens when you start the computer.

I bought it inside along with a dual-channel Wi-Fi adapter, which is shown above in the screenshot. According to the documentation dug up in the net, it should easily support 3G. But maybe I'm confusing something?
In general, the question is ...
1. How to check if my workstation supports SIM cards at all
2. How to set up this Mobile Broadband?
I would be very grateful.