Again, you're not being specific as to what you did.
If you chose Finance and then chose AT&T Installment Plans, the words "And your new phone will be unlocked" would have disappeared from the ordering page, and your new phone would be carrier-locked to AT&T.
If you paid for the phone in full, or used one of the Apple financing options, you might have been offered a choice of carriers (and/or forced to choose an initial carrier), but the ordering screen would have read "And your new phone will be unlocked."
I can't read your mind and tell you what you picked based on an imprecise description. But you can check if your phone is carrier-locked by going to Settings > General, tapping About, and looking under Carrier Lock. That will either say "No SIM restrictions" (meaning that the phone is unlocked) or it will show that there is a carrier lock. If your phone is carrier-locked to AT&T, only AT&T can release the lock – but it is extremely unlikely that they would do so until the phone is paid off in full.
How to unlock your iPhone for use with a different carrier - Apple Support