Depends what you mean by 'outside'. If outside your own property, you should be able to pick up a wireless signal from your router. If you mean 'anywhere' outside, you'd have to sign up to a mobile broadband company for which you'd need a dongle. There are more an more wireless hotspots becoming available which means you can connect to the internet in those location without the need for this service. As an example, McDonalds have free wireless access for their customers.
Sony Xperia Z5 review: Hands-on with the phone which the Z3+ should have been