Keep in mind, since this isn't a device that AT&T sells it isn't in their database so by default you will only get 4G (HSDPA+) speeds and below you won't get automatic access to their LTE coverage even though the phone has the bands and is completely capable of it.
You may need to put your SIM into another phone that supports LTE by default (AT&T/Straight Talk) phone activate it on your account, then move the SIM back to your ZenFone 2 and voila you will have LTE. PITA, but that is just AT&T as usual.