If you buy your iPhone from an Apple store, then you can get it unlocked without a sim card or you can get it with a sim card. The sim card is to do with the phone company/carrier that you choose, so if you don't mind your phone being locked to one particular carrier, then you can purchase the phone from that carrier at a reduced price with a contract, but the phone will be locked to that carrier.
No iPhone comes with an SD card and if you had looked at the iPhone, you would see that it comes with a choice of storage options from 16GB, to 32GB to 64GB.
All iPhones need to by synced with iTunes so the way that you transfer photos etc., is via iTunes, so you need to transfer the photos from the SD card to your computer and then transfer these photos into iPhoto, so that they can then be shared by your iTunes library.