It depends...
Is it the Nokia 230 that looks like this?
No. The above pictured model is not compatible with North American GSM carriers.
Is it the Nokia Asha 203 that looks like this?
Yes, the above pictured model should work on AT&T... If you have this one, is it branded to a carrier? If there is a carrier name on the outside anywhere, or some carrier name apps installed, it probably needs to have the SIM tray unlocked. You would have to contact that carrier about unlocking it.
If you need additional help or have more questions or details to share, please join the site so you can reply in this thread. See
this link for instructions on how to join Windows Central.