The Missing SIM icon will be displayed in the Notification bar when there is no SIM card in the device.
The SIM tray is located on the right side of the device. To insert a SIM card, first insert a SIM tool or paperclip into the small hole to eject the SIM tray.
Insert the Nano-SIM card into the SIM tray with the gold contacts facing down and the notched edge in the lower left.