it's locked to o2! All it means when you see Vodafone, Orange and O2 etc is that those networks are near by. This is so you can still call 999 if you have no signal (as it will use the others)
You can get it unlocked here
https://forums.imore.com/e?link=http...token=jvu-RT65
If you are on Pay as you go you need to make sure you have £20 credit, if you are on contract it is free