You may need to connect iPhone to your computer in order to complete activation. Connecting iPhone to your computer also lets you sync photos and other content to iPhone from your computer, using iTunes. See Sync with iTunes.
To use iPhone with your computer, you need:
An Internet connection for your computer (broadband is recommended)
A Mac or a PC with a USB 2.0 or 3.0 port, and one of the following operating systems:
OS X version 10.6.8 or later
Windows 8, Windows 7, Windows Vista, or Windows XP Home or Professional with Service Pack 3 or later
Connect iPhone to your computer. Use the Lightning to USB Cable (iPhone 5 or later) or 30-pin to USB Cable (iPhone 4s or earlier) provided with iPhone. You’ll be asked on each device to verify “trust” of the other device.