How do you know that it's "set up" to work only on wifi? Or do you mean that it works on wifi but not on mobile data? In that case, does the phone work on any site on mobile data? If not, your APN settings are probably incorrect. Settings/Connections/More networks/Mobile networks/Access Point Names
Go on line and search for your carrier's APN settings (like at&t apn settings) and make sure yours are the same. If not, add a name (the name you give it doesn't matter - that's for you to know what it is) and fill in the values for your carrier. If you have a problem (like they list more than one) call their tech support for help.
If the phone works online on mobile data, but just not on Netflix, contact your carrier's tech support.
I don't use Netflix, but if they really have some setting for using wifi but not mobile data, it would be in Settings (probably accessible from the menu).