Whether you have 3G or not is determined by the Premium phone's version. 3G is available since about 2010. As soon as you have a 3G connection the icon appears, you don't need to use the modem to show the icon. If you don't have 3G you most probably have a GPRS modem.
When you use the modem function you will have to enter the access data in the Android app (BlueVPN). But I don't remember what to enter and where to get it from