Need help, please.

I'm a new user of UMobile Mifi ZTE MF 60. Everytime when I want to get connected, I must use the USB cable and plug-in into my laptop. Is this the right way.

I was told I don't have to use the USB cable. Just power on the modem and you're connected. But when I powered on, the screen says PIN LOCK. How do I unlock the pin on the modem?