Hi:
All Elitebook Folio 1040's have SIM card slots.
What 90% of them don't have is the optional but required WWAN card that is needed to connect to the cellular service.
Your notebook has to have one of these WWAN adapters, which would be listed in the device manager under the Network Adapters device manager category.
HP lt4111 LTE/EV-DO/SHPA+ Mobile Broadband Module
HP lt4112 LTE/HSPA+ Mobile Broadband Module (EMEA only)
HP hs3110 HSPA+ Mobile Broadband Module
If your notebook does not have either of those devices listed, then you will not be able to connect using cellular service.