An iOS device will only get the full set of features when it is activated. To activate the device, you will have to set the device up as a new device.

Turn on the device and after language- and Wi-Fi setup you will get an Apps & Data menu.

Here you must select Set Up as a New iPad or Setup as New iPhone to get the full set of features. If you select one of the others, the activation server will not be contacted!

After selecting Set Up as New iPad/iPhone, the MDM activation server will be contacted, and the enrollment configuration will be download and applied on the device. You will get a screen like below:

Click next and complete the setup wizard. The unit is now supervised, and you can use the features from DEP. In the CapaInstaller Console, you can see the features (Capabilities) in Configuration management

How to see if an iPhone or iPad is supervised on the device

Open the device and select Settings.
Check if it says the device is supervised above the Apple ID