Hey,
Question 1: Is it normal to connection leds blinking without a SIM card?
The connection LED blinking is expected if the SIM card is not inserted.
Question 2: Why is not Signal Strength leds are not blinking?
Signal strength LEDs are not blinking because the SIM card is not inserted, and mobile antennas are not connected, so there is no mobile strength to indicate.
Question 3: Did i make any mistake at the configuration steps and if it is yes where could have i made mistake?
From what you have described, LED behavior indicates that no SIM card is inserted. If the LAN and WLAN interfaces work, the configuration should be good.