If you purchase a new SIM online or over the phone it should activate within 4 hours of your delivery arriving. Turn your device on and off periodically until the SIM becomes active. If the SIM is active, you'll see 'Optus' next to the coverage bars on your device's screen.
If it has been more than 4 hours, you can follow the prompts to activate your SIM here.
If you're having trouble activating your SIM, see this article for more troubleshooting steps.