You may need to connect iPhone to your computer in order to complete activation. Connecting iPhone to your computer also lets you sync photos and other content to iPhone from your computer, using iTunes. See Sync with iTunes further down.
To use iPhone with your computer, you need:
Connect iPhone to your computer. Use the Lightning to USB Cable (iPhone 5 or later) or 30-pin to USB Cable (iPhone 4s or earlier) provided with iPhone. You'll be asked on each device to verify "trust" of the other device.