Welcome to AF, some androids have a option to turn off data. I will use my HTC one as a example, Im not sure if it's the same for your GS4. I usually go settings and go towards where it says data, It needs to say On. Of course just because its on doesn't mean it will get data, this is where you need to check all the radios are on(GSM/WCDMA/LTE). The next possibility is your phone is on airplane mode or you have your APN's set up wrong. If your APN's are set up wrong it is best to take it to the store and let them set it up for you.
