You shouldn't need to 'search for networks'. Your phone should automatically 'see', and then connect, to Vodafone's system:
https://support.vodafone.co.uk/-Mobile-plans-Pay-as-you-go-SIM/SIM-card/1464047282/How-do-I-activate-my-SIM.htm
Note that the information in that link says that it can take up to 24 hours for the process to complete (although it's usually far quicker). So you might just need to be patient.
A bit of web-searching though suggests that initially trying to connect to a different network manually (which obviously won't work), and then connecting to Vodafone, might solve the problem:
https://deviceguides.vodafone.co.uk/samsung/galaxy-s6/calls-and-contacts/select-network/
Also try removing the SIM and then replacing it.
Otherwise you'll probably need to speak to someone at Vodafone. Call 0333 304 0191 from any phone. Calls are charged at the same rate as 01 and 02 numbers, which means that they're actually free when using any phone that's got spare 'included minutes'.
I'm mystified as to why anyone would want to use Vodafone (directly) though anyway; they tend to be expensive! TalkMobile uses Vodafone's network but, for most users, is far cheaper:
https://talkmobile.co.uk/
VOXI is also cheaper for some people, and is actually owned by Vodafone. Or, for a cheap no-contract deal, consider using Asda Mobile, which I use. (Asda Mobile uses the EE network).