In USA, both types - LOCKED and FACTORY UNLOCKED iPhones are being sold. Whether your iPhone is locked or unlocked depends on what type you purchased.

If it works with any sim card - Qtel, Vodafone, (other), it means your iPhone is FACTORY UNLOCKED.

If it does not find a signal, or gives an error message, it means your iPhone is LOCKED to a USA sim card (AT&T etc), and you would need to UNLOCK it to use any sim card.

At the moment, there is no SOFTWARE UNLOCK.
But you can use GEVEY SIM to perform a HARDWARE UNLOCK and use any sim card.

Hope this answers your question!