Usually all credit cards come with a strip of tape on them with a phone number to call to activate your card. If not on the card, then on then paper it was shipped in. Or it could be on the back of the card, but it's usually a special number just to activate it.
There are two ways to activate your Sears card, so you have a choice. The first is a phone number to call, and there is also a website you can register on.
For the Sears Activation Line call 1-800-589-7327
Go to the activation website which is activate.searscard.com
Also, when you have activated your card, don't forget to check out their great members offers these may be very helpful with Christmas just around the corner as you can get 10% back in points on some purchases and also 5% off selected items.
Of course, you do need to be careful, spending can be great fun, but paying a huge bill in January isn't quite so uplifting! Try to only spend amounts that you can afford to pay off as soon as your bill comes in, that way you will avoid having to pay interest.