I had a Dell D630 about 5 years back which had a sim card slot (just like yours) and wasted lot of time trying to get the non-existent HSDPA modem to work!
As dell laptops are customizable, its upto the buyer to select mobile broadband option. But the casings are common to all laptops of the same model. That's why you see the sim card slot but no mobile broadband card or antenna inside. If the laptop came with the mobile broadband card, it will also have the software pre-installed. No software means no mobile broadband card.
If you got the laptop second hand, then check if windows detect an unknown device. If so, it probably has the card. You can download the driver from Dell website.
You can get a card off ebay and do a DIY installation. This is what the card looks like
http://www.ebay.com/itm/Dell-Studio-1555-1735-1737-HSDPA-Mobile-Broadband-WWAN-Wireless-Modem-Card-XX982-/350571996384?pt=US_Internal_Network_Cards&hash=item519fb824e0
But you need to buy the antenna as well.
http://www.ebay.com/itm/Lot-20-Laptop-Notebook-Internal-Antenna-Mini-PCI-e-Wireless-PCI-WiFi-Dell-HP-NEW-/160983848529?pt=US_Directional_Network_Antennas&hash=item257b629651
Ironically, the wires that connect the sim card slot to the mobile broadband card will be already there in your laptop, even if it doesnt have the card (which was something I found out, after opening my old laptop!)
Even if you go through this, it will still be a waste of money and effort.
Now I use a Thinkpad with an inbuilt Ericsson F3507G HSDPA modem. Believe me it's f**king SLOW! So I've long since given up using the inbuilt broadband and now use a trusted old Huawei USB dongle which beats the s**t out of the Ericsson modem when it comes to speed.