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You can set your phone to select a network automatically or you can select a network manually. If you select a network manually, your phone will lose network connection when the selected network is out of reach.
Find "mobile network"
Select network manually, go to 2a.
Select network automatically, go to 2b.
2a - Select network manually
Your phone searches for networks within range.
The display will tell you if you have access to the network you've chosen.
2b - Select network automatically
Wait while your phone finds the network.