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The hardware lives in a dedicated M.2 3042 Key-B slot and needs antenna cables run up into the display assembly before it will hold a usable signal. Manufacturers routinely ship the same chassis with that slot empty and no antennas installed, which is why two machines that look identical can differ entirely on this one capability.
Retrofitting works on some designs and is blocked on others, because firmware may refuse to start with a module the manufacturer never approved. Buying a configuration that already carries the modem removes the question altogether.