A SIM card is required for the activation. Making an activation call without a 4G SIM is *NOT* recommended, as that can permanently lock your phone in 3G.
Just call Tech Support and request one be shipped to you. Its free, but make sure to confirm with them the phone number for which they are placing the order.
Secondly, you will need the screen fully functional to go through the initial set up.
A little side note to the OP: With the advent of new 4G devices, you technically no longer need to have an actual phone active on your account. You do, however, have to have a 4G SIM active on your account instead. The 2G/3G system used the device's unique ID signature to verify permission to access the network. With 4G we utilize the 4G SIM's unique ID signature to verify that same permission, allowing a more "modular" phone number. Anyone familiar with AT&T's and T-Mobile's system knows how it works. The SIM is your phone number, and does not "need" to be in a phone, but a 4G phone does require a 4G SIM to authenticate.
Ok, I'm done with the babbling.