Do I need to (or can I) change my APN (access point name) settings?

No, you don’t need to, as these are preconfigured in the router software.

If this it is your first-time logging into the router, you’ll get the option to change your password.
You can change the password (recommended) or ignore this step.
(If you change your password, please remember to make a note of it and keep it somewhere safe).
Once logged in the main page of the WebUI will be displayed where you can check settings and more.