I own an E6230 i7 version (but I believe that all models are the same with regards to the SIM slot), and yes, it does have a SIM card slot inside the battery compartment, which is very easy to access.
However, in order to use mobile data, you'll also need the wireless WAN (not LAN - that's for wifi and built in) installed. Best bet is the Dell Wireless WWAN DW5560 3G HSDPA Mobile Broadband Card, part number VNJRG. This is an Ericsson card rebadged for Dell. It's a doddle to fit if you have a small cross head screwdriver, £100 brand new, but you can pick one up for £20 on eBay. You'll also need to install the Dell broadband device driver, available on their website (search for DW5560). Software is clunky but it works very well with EE in the UK and you only need to set it up once. Switches seemlessly between mobile and any registered wifi point when mobile is not available. Recommended purchase so long as you're confident fitting the board and installing the drivers.