Login to My Account on the web. Look under 'Plan and device'. In the 'Manage your services' section you want 'Roaming' switched on and 'International call barring' switched off. On the handset 'Mobile data' (probably already is) and 'Data roaming' need to be switched on.
Might take 24 hours for the My Account changes to take effect. And the hand set might need to be power cycled when the changes are in effect.