I bought an iPhone, it turned out to be stolen.

You cannot unlock it. Turn it on and see if there's a message. The owner may have done this:

Use the Find My app to locate a missing device or item - Use the Find My app to locate a missing device or item - Apple Support

"What happens if you activate Mark As Lost

...You can also display a custom message with your phone number on the Lock screen, and keep track of your device's location."

For some iPhones see the support article "Return a lost, locked iPhone"; click here --> Return a lost, locked iPhone - Apple Support

Otherwise turn it into authorities responsible for dealing with stolen items.

Why do you think you could unlock a stolen iPhone? The only thing you can do is turn it over to the police, so if the original owner filed a police report, they may be able to get their device back. You will never be able to use this device and if you had your device stolen, you would want the same protections.