Not sure if its needed but I loaded up the MKR1400 with the passthrough sketch Sandeep suggested.
Closed out the IDE
Fired up M-Centre
Whilst in the HOME screen.
Selected and set the same port I would use to upload sketches.
Clicked the "get info" button and away we went.
The AT terminal option is pretty nice too as there are trace and log options.
It shows almost all the commands you have tried even if you didnt know you had tried them.
Great for setting up an AT script too.
Think once you have an AT script it should not take much to copy / paste some things directly into a sketch to be able to get down and dirty with the 1400.
Clicking the WiFi page option allows you to query providers etc but on two occasions it also seemed to stall out MCentre.
Searching for networks takes about a minute.
EDIT...
Think I worked out the lock ups down to selecting a provider as the sim will not register being that it is a UK sim in Canada. I sort of expected some issues in this area but the utility itself is fantastic for first time users to set up the sim itself for time zones and all the other niceties without having to write a sketch to do so.