Did you assume you had one before actually looking if you did? Is any cable or co-ax coming into your property behind where this little grey box is?
If you really don't have a connection point you'll have to get in touch with Virgin and they will need to come and install that for you. There isn't usually a charge for this as Virgin should have also known if you were actually connected or not! Once open again i'm sure a staff member will help you out!
Yes unfortunately I just assumed and yes there is a wire leading from the grey box outside and it feeds into an open reach box thing, that is there the Internet wire plugs in and it has a socket for a phone wire but no socket for the round vm wire to plug into
Virgin equipment would normally be a Brown box to the exterior of the house which will either feed a White box inside the property directly behind it or a black cable running from it around the property to a entry point.
Must have had services before which is why the Quick Install was available to you, maybe previous tenant/owner removed it all.