Have you checked to make sure there is no other kind of connection? Sometimes there is no wall box, just a trailing cable. The cable could be hidden within, or behind, furniture. Occasionally only a very short stub of wire is left behind often hidden within a blanked-off fitting. A few examples of the kind of things to look for are in the images below from past topics.
https://community.virginmedia.com/t5/QuickStart-set-up-and/Untidy-installation/m-p/5433266#M239199
https://community.virginmedia.com/t5/QuickStart-set-up-and/Reconfigure-my-setup/m-p/5434572#M239308
https://community.virginmedia.com/t5/QuickStart-set-up-and/Diamond-cable-wall-socket/m-p/5430136#M23...
https://community.virginmedia.com/t5/QuickStart-set-up-and/First-installation-and-flashing-green-lig...
https://community.virginmedia.com/t5/QuickStart-set-up-and/No-wall-socket/td-p/5395897
https://community.virginmedia.com/t5/QuickStart-set-up-and/No-virgin-media-wall-socket/m-p/5395697#M...
A wall box may be branded with the logos of an old cable TV company (not VM). Past occupiers of your property may have removed the cable and sometimes they are removed by other installers, such as satellite TV techs.
If you have a cable/plug trailing from the wall, you may need a coupler adapter to join two plugs together
https://www.diy.com/departments/slx-coaxial-connector-19mm/5028422001905_BQ.prd
Also available from the likes of Screwfix, Homebase, Toolstation etc.
If you have a plastic omnibox outside on the wall (where the VM cable comes in from the street) see if you can trace any wires from that into your home.
If no luck, call the pre-installation and delivery team on 0800 052 1734 explain the problem and request a tech visit to install a socket.
