Depends on the model. What gateway did you get?
With a normal modem, you can buy it and set it up and the internet connection will redirect to a webpage where you can enter in your account info. This system works on a database that is not always updated with the latest models, so some gateways aren't recognized.
Also, with gateways(vs modems), they have configuration wizards that interferes with the redirect process mentioned above. If it does, try fully setting up the gateway and then release/renew your IP a couple times until you see the Cox splash screen come up in a browser.