Update: I have tested the device in the city and connected to the mobile network at the first time. Now it is working like a charm 
But I notice that the 4G connection is not very stable and the icon on the web control panel of the modem looks like the signal is very week:
Do you think is this a normal behavior? I am at the center of the city and I get maximum signal with the same SIM on my mobile phone.
I also have tried to update the firmware of the modem from the web control panel without success: always an error message:
Update failed. The update file is not suitable for the current firmware.Now I have Firmware Version: 1.0.0 Build 160928 Rel.1011n on the modem.
Any suggestion to update???
Also I have opened a post asking advice to upgrade the 3G/4G external antennas of the device:
Thank you very much for your support