Your phone usually has the network operator set to automatic, when you're in Iceland the operator is chosen automatically without problems but when you're abroad, it is often more difficult. Then you need to manually select the network to connect to.
Please note that it is not possible to change operators during a phone call, the call will be disconnected.
Here's how you can change network operators:
1. Go to Settings - Connections
2. Go to Mobile Networks
3. Choose Network Operators
4. Turn off Select automatically
5. Select the network manually