Disconnected may appear on the screen of your Mobile WiFi device if the APN hasn’t been set. Ensure that you have the correct APN settings according to your instructions.
Alternatively, you should confirm that a data plan has been activated on the SIM. Some data SIMs do have to be activated once you can connect to the network at your destination, details will be available in your instructions.
If you are sure the APN is set and the data plan is active, try opening a web browser and connecting to any web page. The request for data will cause the device to connect to the network.