Are you referring to the eSIM installed in your notebook? (A data SIM is something different.)
If so, I found instructions on page 21 of your HP User Guide: Using eSIM You'll need to setup an eSIM profile in order to connect to the internet with an eSIM.
The instructions in your User Guide include a link to this information from Microsoft: Use an eSIM to get a cellular data connection on your Windows PC. The same page has instructions for Windows 11 and Windows 10.
OTOH: If you're referring to an actual data SIM - i.e., a blank SIM card - you'll need to purchase a SIM-to-USB adapter, since I did not see a SIM card slot among the external I/O ports of your computer.