Does the phone have a lock of SIM?

Only Nano SIM.

If you forgot or don't know your SIM PIN

Never try to guess a SIM PIN or PUK code.* The wrong guess can permanently lock your SIM card, and then you would need a new SIM card. If your device asks for a PIN or code that you don't know, here's what to do:

1. Contact the carrier that gave you the SIM card. If you aren't sure which carrier to call, remove the SIM card and check the card for the carrier's name or logo.
2. 
3. Ask your carrier to help you unlock your SIM card using the default SIM PIN or PUK code. 
4. If you can't unlock your SIM card using the SIM PIN or PUK code or if an alert says, "PUK exhausted," ask for a new SIM card.

*If you enter the wrong SIM PIN too many times, your wireless carrier might be able to give you a Personal Unlocking Key (PUK).

Depends. Most iPhones I’ve seen on Apple Stores outside the USA are carrier-free and can be used with any compatible* carrier. Almost all iPhones in USA stores come carrier-locked and only until the carrier releases them can it be used with another. Check the receipt and sales documentation on yours to determine if it is carrier-free.

*Compatibility? Different countries allocate the spectrum in different ways so cellphones from Country A might not be able to work in Country B.

Probably, unless you financed the phone with a carrier. You can check; go to Settings/General/About - Carrier Lock.

If you bought it without specifying a provider then it will work with any operator in your country of purchase.

That is exactly what I do with every iPhone I’ve ever bought from the Apple store. I get my own sim from US Mobile and use their service.