Are you on stock 8.1 or have you upgraded to W10M?
Is the phone carrier branded? If yes, what carrier?
Normally it should read APN from the SIM...
The path to enter APN & MMS manually will differ by OS version...
On 8.1: Settings > cellular + SIM > SIM settings > toggle "Manual Internet APN" to ON
Use your carrier help pages or
this site to find the values you need and enter them by tapping "edit APN" or "edit MMS APN" then inputting the values into the fields and selecting "save"
On W10M navigate to: Settings > Network & Wireless > Cellular & SIM > SIM Settings > Add an internet APN or "Add an MMS APN" and be sure the "Apply this profile" box is checked before selecting Save.
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