Does this mean my phone is unlocked?

[Rod Iron]

I went to Settings - Cellular - Mode Selection
Says the phone will connect to any kind of network specified by your SIM card.

 

[WanderingTraveler]

re:

>Specified by SIM card

To be on the safe side, I'd say that's applicable to the carrier's SIM only. You can try risking other SIMs, of course.