When you are abroad, you use Public Wi-Fi, see this Apple article: Use captive Wi-Fi networks on your iPhone, iPad or iPod touch
Use captive Wi-Fi networks on your iPhone, iPad or iPod touch – Apple Support (UK)
Nowadays, Public Wi-Fi is offered for free, in big cities, shopping centers, in Public Transport (bus & train), restaurants and others.
If you want to use your Mobile Data, contact your Carrier and ask about you Mobile Data plan.
And turn Mobile Data On (Settings -> Mobile network -> Mobile Data -> ON).