^ You should not be needing to set anything... but in case if internet access is not available to you, then you need to set it up manually.
Find internet settings, then find APN settings, then make a new APN (name it anything). In the APN field write "internet" & keep the rest of the settings in their default state. Save this APN. Select this APN. Now you should immediately see a 3G, H or H+ sign, if you don't, you need to restart your phone. Now your internet connection should be active. Browse away!
If you see a 2G, E or G sign then it means 3G service is not available in your area yet. In that case you will have to settle with 2G speeds.
Last but not least, make sure you have enabled data connection. It is quite possible that you've turned that off hence you cannot access the internet...