Hi Paul,
If it's out of the box and mobile connection status LED (First one on the left of 6 lights on the right side)is not responding at all, it is most likely a hardware issue. Regardless of having SIM card in or not that indicator at least should blink green and red every 500ms. Are you sure that light is not doing anything at all?
Try restoring the unit as new without keeping the settings just to be on the safe side, if nothing changes you need to contact your reseller for RMA options.