Q: How do I use my cellular Data when I am not at home? ( at the Gym, etc)

Do you have a cell data plan with your cell provider? If yes, then just use it like you would when you are at home, i.e., open Safari and browse.

Um... cellular data travels over the cellular network... just like phone calls. Just use the phone. If you have a data plan with your carrier, you're connected if you don't actively turn cellular data off.

You normally don't need to do anything special. Your iPhone should always be connected to the cell network unless you're in a building that blocks connection to your cell carrier's network, or you connect your phone to a Wi-Fi network. Are you having problems of some kind?

Is your Settings > Cellular > Cellular Data : ON ?

If it's on and it's not working, make a call to your carrier and ask them if it's properly provisioned.