If your phone comes from the carrier, instead of the international model, you will need to contact your carrier customer service to request the unlock code so you can use other brand of SIM card.
First of all, you are pretty sure to be able to use your phone for voice, WIFI and 2G in another country. For 3G/4G, you do have to check the frequency. However, from my previous Tmo HTC Sensation, it doesn't show the compatible 3G/4G frequency to be used in Hong Kong. However, I bought a SIM card in Hong Kong and load it in. It shows 4G in high speed, even though the carrier only provide 3G connection.