Cellular
Any cellular modem with PPP support works with TinyCLR. See the PPP page for the setup procedure and sample code. The standard sockets API used over PPP is the same one documented on the Networking Core page, so the higher-level networking patterns from WiFi and Ethernet apply identically once the link is up.
Security
Most embedded systems that connect to cellular networks talk to the modem over a serial connection with AT commands. The over-the-air link is encrypted by the cellular network, but the serial link between the host MCU and the modem is plain unencrypted data — easy to intercept with a probe or logic analyzer.
TinyCLR handles this differently. All TLS and network cryptography runs inside the SITCore processor, so the data leaving the host on the serial line to the modem is already encrypted. Even with physical access to the serial wires, the payload isn't readable without breaking the cryptography running on-chip.