Your phone has to be unlocked for you to be able to insert local sim cards in it. Is your phone unlocked? If not, then you'll need to contact your phone comany/carrier and request that they unlock it for you if they offer this. If they won't then you are out of luck and can't use your phone in the way that you want.
Anyway, in either instance, you need to contact your phone comapny/carrier. Nobody else will be able to help you.