Gaby - here is the low-down
A cell phone is nothing more than an electronic device. Without a SIM card, it is useless with the exception that the games still function (sometimes)
A SIM card is a chip that allows your device to communicate with a network (There are various networks and the chips - SIMS'- are normally network specific)
A "LOCKED" phone is one that will only work with one Network or the SIM of that network
An unlocked one will work with any SIM you stick in it.
A device (the phone itself) does not have a number or the ability to communicate without a SIM
The SIM is the phone number and is the link within the phone that allows it to work.
Cell - without - SIM = Cell
Cell - with SIM = Cell with a phone number that communicates
Literally, you can buy an unlocked cell phone and travel with it all over the world as long as you buy new SIM cards per network location
THAT is cumbersome and is why networks offer you the ability for your SIM to connect to other networks as you roam around the planet. Networks call this litrle service "ROAMING" and charge you up the ying yang.
With this, I have probably shut down my company but hey ..... an answer was deserved.