It comes with a SIM which is put in by Apple so the device is ready for activation. But Apple does not provide the cellular network to use it on, not do they provide a cellular service account for you to connect to a cellular service account. You set up cellular service with a cellular service provider, not with Apple. The so-called "Apple SIM" is just a universal SIM provided for your confidence in setting up Service with the carrier you ultimately choose.
If you purchased your iPad without a SIM it is identical to the ones sold with a SIM and you can set up service with any carrier, anywhere on the planet, who supports the device and who you wish to get service from. Apple does not sell SIM cards separately because they are NOT a cellular service provider. The factory in Chine installs the "Apple SIM" in those units sold with a SIM so that buyers can then just activate service with the carrier of their choice - it's a convince feature for buyerS, nothing more.
In the USA the included "Apple SIM" will allow you to initiate service with certain carriers, one of AT&T, Sprint or T-Mobile. You actually have to get a separate SIM if you wish to use Verizon service. But if you wanted that universal SIM you needed to buy it with the device. As far as I know you cannot just buy the SIM, but you can still,use your device with any carrier anywhere. And in the USA activation with AT&T reportedly locks the SIM to AT&T and it is no longer universal (that's the SIM only, not the device - you can still,swap SIMs).