Did you get the SIM card from LycaMobile, then call them and have them activate the card? If so, call them and ask them to fix the problem. If you just bought the card and inserted it into your phone and expect the phone to work, it won't - they have to activate the card, then they associate that card with a phone number. (It could be a bad SIM card, it could be a problem with the way they set up your account, it could be something else that only they can fix. But it still has to be activated first.)
Is your phone compatible with their service? (If not, the cheapest fix would be to find a carrier you phone is compatible with.)
(Since LycaMobile operates in 23 countries, and is an MVNO, not a carrier, we can't tell you which phones would be compatible with their service in your country.)