If you are not officially using a carrier, you have to configure the SMS message center manually. To do this on the iPhone, you have to use the Phone app, then select the Keypad. After every command press the key to call.
To see what is currently configured enter:
To change the message center number, use this:
You get the message center number from your provider.
For Sunrise Switzerland, the message center number is +41765980000, so the command would be:
If that doesn't help, call your provider to send you a configuration SMS.