Thanks for visiting the Apple Support Communities, jaipal160,
To activate iMessage with your mobile phone number, your device must communicate with your carrier via SMS. If you are roaming, this means you are not directly on your carrier's network, and therefore may not be able to send the verification SMS to, or receive it from, your carrier. This means you may need to wait until you are directly on your carrier's network to activate your mobile number with iMessage.
In the meantime, we can suggest following the guidance here: If you can’t turn on or sign in to iMessage or FaceTime - Apple Support. The steps included are designed to troubleshoot issues getting both iMessage and FaceTime set up on your iOS device, and could help even if you're not directly on your carrier's network.
Best!