Hi Bushan,
I am using also TL-MR3040 router and ZTE AC2787 modem. If your router's firmwar is TL-MR3040_V1_120822, please download downgrade firmware TL-MR3040_V1_120328 from below link.
Because upgrade firmware did not work with ZTE AC2787.
http://www.tp-link.com/en/support/download/?model=TL-MR3040&version=V1#tbl_j

After download the firmware, do unzip the file. Log in to the router, then go to System tools> Firmware Upgrade> Browse the unzip file (.bin)> Upgrade
restart the router if self restart not done auto after upgrade.

After restart go to Quick Setup> Next> 3G router mode - next> 3g only - next> Select Location & ISP - next> Give a Wireless Network Name and password - next> Finish.

restart the router if self restart not done auto. If not connect to, go to select location page and read the direction.