You must establish an account connection to either a NinjaTrader provided connection, your broker or a data feed in order to receive market data and trade either live or in simulation. NinjaTrader comes with the following default installed connections:

You must configure your own broker or data feed accounts using the Connection Wizard. Once a connection is created, you can establish a connection from the Control Center by selecting the File menu followed by the menu item Connect and then selecting your account connection.

Instructions and an interactive video for connecting to all supported connectivity providers can be found in the NinjaTrader Connection Guide