I have several built-in LTE devices, and my family has even more, been using them for ages. Great for travel.
Your laptop must have three things to have built-in cellular connectivity:
Built-in cellular antenna
A SIM card slot attached to the motherboard
A cellular modem (usually Mini PCI-E, but M.2 do exist)
A SIM card with active cellular data plan (obviously)
Numbers 1 and 2 must be built into your laptop at the factory, you cannot retrofit them, and the Sword 15 doesn't have them.
The USB devices as suggested are your best bet - they're small, inexpensive, and just work. If you have a fancy router, you can also use it as a backup internet connection at home when you're not traveling.