Do you have a SIM card from Verizon in your phone? If not, you will not get any service at all. Verizon uses CDMA, which does not use SIM cards. The first 4S's shipped did not contain a SIM for Verizon customers. Without it, it isn't possible to roam onto a GSM network, which is what the majority of the world uses.
If Verizon unlocked the SIM slot for you, you will have to purchase a local SIM card an install it. If you have, and that's not working, contact Verizon.