It should already be activated, if this is a new contract. If an upgrade use the old sim card in the new phone.
If not you need to call customer services on 202 from an o2 phone or 0344 809 0202 from any other phone
You can do a sim swap to activate your new sim Guide: Sim Swap: a mini guide 2017 update
Track usage, upgrade and get support with the My O2 appDownload My O2