Welcome to the community and thanks for posting. I deeply apologise for you not being able to get a service in Spain or Italy. I understand it's important to get this up and running.
Please restart the handset for me at your earliest convenience. It should now automatically connect to a network. Sometimes you may be required to manually search and select though.
If you want to use your data allowance abroad then you need to make sure data roaming is active on the handset itself. The basic instructions for doing this can be found here.
If your data still doesn't work then you just need to update the APN settings of the handset. You can enter them manually by looking here or you can select your handset from the list here and you'll get the update direct.
Hope this information helps. Please let me know how it all goes.