How to activate my iphone 5 orange sim card?

I just bought the iphone 5 and I've set it up and put the sim card in but it say no service, I was told that I needed to connect my phone to itunes wich I have done but still says no service. I don't know what I should do when its connected to itunes so if somebody could give me a step by step tutorial on how to activate my sim that would be great.

When you put the SIM in
and power it up the 1st time.

It should automatically take you through the setup - Before you connect to iTunes
That setup should enable the phone and tie it to the 1st SIM card's network.
(it will use Wi-Fi or your SIM cards data allowance to register)

if you put a different network SIM card in to activate it (not Orange)
then you have a problem… It needs now to be unlocked.

It is also possible that you have no Orange (EE) service in your area,
have you taken it outside perhaps?
Or
checked in the Settings menu that it is actually mobile enabled (not in flight mode)

Itunes will also let you activate it, (if you have no Wi-Fi or data allowance)
but if you have done the setup, it should already be activated and not need iTunes.

I think it is in flight mode or you have no coverage on Orange for some reason.

you could always go to the Orange website /sales or help section
and wait for their sales help box to popup and ask them to help you.
Get them to call your landline (rather than you call their 'mobile' help No)
There's always the orange shop tomorrow.