A device MUST have a SIM (either a physical SIM, or a provisioned eSIM) to operate on a mobile (aka cellular) network.
Let’s start over:
1) Do you have a physical SIM to install? (y/n)
2) Do you have a carrier which uses eSIM (y/n)
If the answer to both is “No” you have a WiFi-only mobile device without any mobile network calling, SMS, MMS, or WiFi calling capability.
(The “Mobile Data Plan” link is irrelevant to you)
If the answer to either (or both) of the questions is “Yes” install the SIM and/or eSIM profile per your carrier’s instructions.
(IF your carrier uses eSIM, they MIGHT have you use the “Mobile Data Plan” link as part of their provisioning process.)
The “Mobile Data Plan” link ONLY pertains to eSIM installation.