If you requested a physical card, after you receive it, you have to activate it in the app.
After doing so, you will have the option to receive PIN. It will be sent by SMS to your number.
If you didn´t receive the SMS, select physical card in |Cards|, go to |Card PIN|and click on |Forgot PIN|.
Then follow the steps and you will receive a new PIN via SMS.
You can set up a PIN of your virtual card through the app: |Cards| and click on the virtual card.
You only need to define a PIN if you want to pay through Apple Pay.