Just a note. The SIM isnt "builtin" in..
Have a look @ http://www.youtube.com/watch?v=Kf9oHGzLF_M
There is a little slot in the top of the telephone (there should be a little paperclip thing in the box to open it)
It is however very likely that the shop might have isntalled the SIM for you and you need to do just as kguy18 says and plug the phone into your PC. - Make sure that you have upgraded to the latest version