Welcome to Vodafone Community
I have recently purchased a PAYG mobile broadband dongle. Have to say, not impressed so far. My expectation is that when I plug the device into my USB slot it should connect to the Vodafone network - more often than not, it doesn't and the wireless connectivity status just says 'getting ready' - this is not a coverage issue as I am stationary in a 4G network at times, and when on the train have also connected successfully on some occasions and then on the return journey not. Am I missing something - I was certainly expecting this to be far more reliable than it is ... I am using a Windows 10, enterprise device.
There was probably Wifi provided on the train journey providing your internet connection.
Before using the device, you first need to instal the correct software. As well as installing the software, you also need the correct APN settings for the tariff you are on.
Please see the links below, these will help but if you continue to have issues, live chat will be able to help with connecting your PAYG mobile broadband connection to the internet.
There is some potentially useful information to be found on http://www.vodafone.com/content/index/what/devices/vmb.html
Also look under the Extras tab on that page.