If you only want to use for testing cellular coverage, you may start with using the pre-build firmware images.
Download the nRF Connect for Desktop and start it. You will need the Programmer App. If not already installed, please install it using the button in the nRF Connect for Desktop application.
Download one of the pre-build firmware images matching your device and available tools.
Connect the Thingy:91 to your debug probe and use the nRF Connect Programmer to apply the downloaded pre-build firmware.
Using nRF Connect Programmer requires, that the device is detected as "genuine" Nordic devices. That unfortunately doesn't support to use other USB controllers. If a JLink probe is used, that target must be a "genuine" Nordic device and must be already connected starting the programmer app. Otherwise you may get an error message as
Unsupported device. The detected device could not be recognized as neither JLink device nor Nordic USB device.
Go to Build Track.