Please how can I can change my SIM card on iPhone 4s? Every time I tried to change my sim they tell me the SIM card I have installed is not supported under the activation server.

See this support document - How to unlock your iPhone for use with a different carrier - Apple Support

Your iPhone is locked to a carrier other than the carrier to which the SIM card you are inserting belongs to. Have your phone unlocked, or get an appropriate SIM card. Note that you cannot insert any SIM card at any time, contact your carrier or Apple for more information.

Please help me out to unlock it please

Read the information at the link in the post directly above yours.