Add the Smart SIM QR code, scanning it using the camera of the phone you want to use the Smart SIM on. If you've only got one phone to hand, follow this guide to add it manually.
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The Smart SIM can take up to an hour to install on the phone.
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Update your IMSI and Data Roaming settings using this guide
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If you pay for iCloud premium you need to turn off Private Relay - here's how to do that. (If you have a separate private DNS profile installed, this will also need to be turned off)
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Check out the guides on setting the Smart SIM as your Primary or Backup SIM