You phone is locked to a cellular network provider (carrier). It will only work with a SIM from that specific carrier. If you want to use the phone with a different carrier you will have to contact the carrier the phone is locked to and ask about their unlocking policy. Apple cannot help you unlock the phone, only that carrier can.
If you don’t know the carrier you can use the Contact Support link at the top of this page and Apple Support can tell you the carrier the phone is locked to if you know the IMEI or the serial number.