From my previous comment:
"For MXs with integrated cellular (MX67C, MX68CW) SD-WAN is supported over the LTE uplink..." and
"This will not work for LTE provided using a USB dongle..." It's this (USB dongle = 3G or 4G modem) that is being referred to in the blurb you quoted.
Assuming you do have an MX with integrated cellular... (you plugged a SIM in, not a USB dongle/modem):
Did you have Support enable the feature?
Do you have Active-Active AutoVPN enabled under Security & SD-WAN > Configure > SD-WAN & traffic shaping?