Fortigate is a deserved market leader in the UTM space, but as with all products there is always room for improvement. Point in case is getting a 3G / LTE connection via a USB dongle up and running. There is minimal support in the GUI, and they’ve removed a lot of options in FortiOS 5.
Fortunately for an old Cisco hack like myself we’ll always have the CLI to fall back to so below are the steps to get it up and running. Note that the below is for a device that is on the Fortigate HCL. If yours is not then you’ll have to configure that first.
config system modem
set status enable (Enables the modem functionality)
set pin-init "at+cpin=1111" (If you have PIN security, I tend to disable the SIM PIN check)
set dial-on-demand enable (self-explanatory)
set phone1 "*99#" (replace *99# with whatever your dial-up number is)
set extra-init1 "at+cgdcont=1,\"ip\",\"internet\"" (replace internet with your APN)
set altmode disable (enable if you're in China, rest of the world disable)