Country unlock

That would indicate that the phone is locked to a carrier. Since you purchased in the US, I would assume a US carrier. Only the carrier can unlock the device. You will need to contact that carrier to see if they provide unlocking services and if you qualify. See this, How to unlock your iPhone for use with a different carrier - Apple Support

That means it's carrier locked. Contact the carrier it's locked to.

Where, exactly, did you buy it? The only source for unlocked phones in the US is directly from Apple. Retailers such as Best Buy, Target, etc. do not sell unlocked phones. The phones they sell can only be activated on a US carrier and will lock to the first carrier used.