I did copy the firmware, installed the gobi-loader as ThinkWiki suggests.
Bus 00 Device 005: ID 05c6:9205 Qualcomm, Inc. The 9205 indicates that the firmware is loaded correctly. I can switch WWan on/off via the fn-key. SIM is insterted correctly, I tried with and without PIN disabled. The APN for O2 germany is correct. NetworkManager still shows "Mobile Boradband": disabled and it does not connect, if I click the connection I set up in Network Manager.
Any suggestions, what I could try?