If your phone and SIM cards work, but the data connection doesn't, I can think of a few reasons:
# The SIM cards are in the wrong trays. Try switching the cards in the trays and see if it works.
# The dual-SIM setup is configured incorrectly. A branch technician needs to confirm everything works before giving the phone back to you.
# The dual-SIM setup is not part of your current phone plan. Customer support needs to explain the features you purchased.