Do I need a sim card for the iPhone 5?

So my iPhone 5 came in today (T-Mobile) and I'm extremely confused. Does the sim card come pre installed? And if so, how do I get it working? I'm not getting the "no SIM card installed" message so does that mean it is?

The messages took me to something in the setting that told me to enter my number. Is that what I have to do to get it working? Sorry. I'm just really confused…

Added (1). I guess that thing in the settings isn't because it won't let me make a call…

You probably should call T-Mobile customer service, they can sort all this out, cheers