Which model & which carrier? Activation procedures vary, so more information is useful.
The other question is why is the 3G icon not showing up? If it's because you are not connected to the network then that's chicken and egg: connect to the network and it will show. If it's because the phone is intended for a different region or type of network and so won't do 3G on your carrier then it won't matter whether you could activate it or not.
The bottom line is that we'll need a bit more background on this to be able to offer any advice.
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