4g needs to be enabled on your account but all should be now by default.
I'm not sure what the spinning circle you are seeing is but I would give customer service a call to set up your account properly
http://www.o2.co.uk/contactus
I have no affiliation whatsoever with O2 or any subsidiary companies. Comments posted are entirely of my own opinion.
This is not Customer Service so we are unable to help with account specific issues.Currently using:
Pixel 7a (O2 & Lyca), One Plus 6 (Sfr), iPhone 12 Pro Max (Vodafone)