Recently I had to connect to internet using the Vodafone Key from the Vodafone station, here a brief guide about how to do it quickly:
1) Click on the icon that manage the network connections and select “Edit connections”
2) Select “Mobile Broadband”
3) Click on “Add”
4) Now you should see your Internet key connection, select “Modify”
5) Your vodafone APN is
That is, this mainly apply to users from Italy.