VPN router help

I am trying to set up a VPN router to run my Smart TV's through. I am currently on Plusnet Fibre optic and I have bought a TP-Link WR-740N for my VPN. I have run an ethernet from my Openreach modem to my TP through the WAN links. But the new router does not recognise any WAN.
Please help out a clueless fella with a fix for this(hopefully in lamens terms too)
 
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