The literature that came with my card today states:
"At most stores in the U.S. you'll swipe your card and sign just as you do now. But at U.S. stores that already use chip-card terminals, you'll insert your card into a slot in the card reader and leave it there until your transaction goes through. You'll most likely need to sign for your transaction as you do today. Occasionally, you'll be prompted to enter a PIN at self-serve terminals like ticket kiosks or vending machines."
Presumably, these instructions apply outside the U.S. also only PIN's may be required more often elsewhere even at attended locations.
A PIN is automatically assigned when an account is created. They recommend changing it after you get and activate the card. As IslandBoi said, after the PIN is changed the card must be used and signed for at a chip terminal with a cashier or attendant. Only then will the new PIN be activated for use at unattended terminals where a PIN is required.
.
