Welcome to Android Central! The location of that setting can depend on the phone--which Samsung phone do you have? You also need a data plan--do you?
First, swipe down from the top of the screen with two fingers, and see if there is a Mobile Data toggle in the Quick Settings. If you don't see anything there, go to Settings>Wireless Networks>Mobile Networks, and see if there is a Mobile Data option there. It might also be in Settings>Data Usage.
You can probably also find the manual for your phone easily by searching the web, if you don't already have it.