Your iPhone will automatically set up MMS when you insert a SIM card, or it can receive them automatically via the network. You can also manually set MMS on your iPhone. Here's how:
Tap Settings.
Scroll down and tap Mobile Data.
Tap Mobile Data Network.
Edit the details for MMS as follows:
Tap Mobile Data.
Restart your phone to finish the process.
Your iPhone will now be configured to use MMS.