Don't know how to activate/deactivate (data) roaming

1. Go to Settings -> Select More -> Tap Mobile networks
   
      
   
   
   
2. Tap Data roaming -> Select either National or International roaming -> Tap OK to confirm
   
   

    

Note: To disable data roaming, repeat the previously mentioned steps and select Off.

Swipe from the top of the screen and tap the Roaming icon to activate it -> Tap Data roaming, select one of the offered options and tap OK to confirm.

To disable the data roaming, repeat the steps above, and select Off

Note: The screenshots above were taken from Sony Xperia M2, running Android 5 Lollipop. The steps described above are very similar, only the user interface is different.
If you don't see the Roaming icon, tap the pencil icon next to the gear icon and move it from there.

Go to Settings -> Tap Cellular -> Move the slider next to Data Roaming to the right to enable the data roaming, or to the left to disable it.

To enable data roaming, go to Settings (Swipe left to access the apps list) -> mobile network -> Tap the button under Data roaming options and select roam.

To disable data roaming tap the button under Data roaming options and select don't roam.