Built-in wwan modem (3g or LTE/3g) is needed as well. Check out laptop specification and Windows Device Manager. If such modem and appropriate drivers are installed there should be some wwan adapter entry in the Network Adapters category. If it's absent in the system you can purchase Lenovo approved adapter for this laptop separately and install it yourself.
x220 • Gobi 2000 3g | hdd, msata ssd, wwan, wifi, gps -- unique hand-made config ThinkPad 25 Special Anniversary Edition. #retro. Signed by D.Hill T470p | X1 Carbon Gen3 | Miix 2 10" | Yoga Tablet 2-1050F (Android) + BT Keyboard ThinkPad Stack • 2.4/5 Wireless Router, HDD 1 TB, BT Speaker, Power Bank, Mobile Projector