You need to turn on WiFi and/or enable Data.
Not sure which version of Android your phone has, but you will need to go to Settings where you should find a button for turning on WiFi. You may need to go into More .. under Wireless & Networks then Mobile Networks to find the Data enabled tick box.
You should also check that your mobile network account includes a data allowance. If it doesn't, using data either won't work or be very expensive.