Freeview only comes through an aerial. If you haven't got an aerial socket you can plug it into, you can buy an indoor aerial quite cheaply (from Argos, Tesco etc). It may be a little hit and miss how good the reception is though - generally the higher up you are, the better. However modern TVs do seem to be better than old ones coping with poor signals.
Alternatively you can just connect to your cable service. I assume you are with Virgin - I seem to remember they will provide you with a basic box that will provide all the Freeview channels (give or take a few) for an extra £1 a month. It is also worth considering their basic Tivo package which allows you to record, pause live TV and watch stuff you've missed on demand
I wouldn't return the TV - all sets come with Freeview built in these days - it doesn't stop you using cable
Jan GeminiX is right all TVs come with Freeview tuners built in just as the previous generation of TVs had analogue tuners built in. The majority of viewers (being non-cable) can now only receive TV on their set through Freeview and an aerial whether that aerial is indoor, external or communal.
The simple answer is contact your cable supplier to see how you get the channels you require from Freeview or go to the Freeview website and I am sure they will have a F A Q section.
I found that I got a perfect picture on Freeview with an indoor aerial whereas the reception on analogue was terrible, I put it down to the difference between a digital signal and an analogue signal, that was in the days of seperate Freeview set top boxes.
You have no legitimate cause to return the TV because all TVs have digital Freeviw tuners. I'm just waiting for somebody to come up with an obscure and opposing response to that last sentence.
Best of luck Jan, enjoy your new TV.