Dongle connection with Lumia 950

[Windows Central Question]

Hi,

I Purchased Lumia 950 and in that phone I do not have internet connection on the phone. I am having one usb broadband dongle , how I can connect to my lumia 950 to get the internet connection. I bought one otg cable to connect this USB dongle,but when I connect, nothing happens.

Pl tell me how I can connect ?

Thanks
Prashant