Cellular Roaming is an option for users who travel somewhere that is outside their provider's coverage area, it allows for the device to connect to another providers network so signal is not lost. This includes both domestic and international roaming but may come at an additional cost depending on your carrier and plan.
This setting is off by default.
How to turn Cellular Roaming ON or OFF:
To enable or disable Cellular Roaming:
Open Settings > Preferences > Phone > Toggle ON / OFF