The first thing you need to do is to configure the APN. However, the first thing you need to do is to configure a Web Profile then an APN Profile. In 99 % of the cases, this operation is automatic based on the automatic settings feature provided by most network carriers. Access the support page of your network carrier and use the information to configure the Internet/APN Settings. The WEB Profile can be configured from: Settings > Configuration > Personal configuration settings > Options > Add New > Web.
After this procedure, restart the phone and you'll have the possibility to connect to the Internet.