When the SIM itself is not active, it will just not connect to the network - so once you see WIND come up as your network then the SIM is active
Then, don't do what i did! Wait for your text message to confirm your data plan is active. For me, it took 8 hours after the SIM was active for my data plan to be active - meaning i managed to burn 25euros of credit on data in the meantime.
Some users get fully active in just hours - i bought my SIM friday evening so it's possible italian computers don't work much at weekends
Also worth setting up your online account at wind.it when you're live - you need your new SIM phone number and the codice fiscale that you used - i used one from that online generator site without issue.