Welcome to Vodafone Community
I got it from carphone warehouse and signed up to Vodafone through them
Ok cool - as the post above says, you would have to be on mobile data and not wifi to receive them.
I will leave this here for a Vodafone Mod to check how you are set up on their end.
Just to advise you though that there are many free ways now to send media without using an MMS, which does cost money. Whatsapp likely being the most popular.
All the best