Can I keep an iPhone 5 that's been sent to me on accident with no records?

I made a call to a phone company for an iPhone 5 but then called back ten minutes later to cancel bacause I decided not to be on a plan but have received an iphone 5 anyway, so i called the phone company and said i had cancelled that order and they said it was cancelled they have no record of anything being sent to me. So my question is can i keep the phone and put a different sim in it.without them knowing?

Yes if there's no record that's a blessing

YES. Lucky

Yes, you should get it factory unlocked and then use a different SIM with the phone, you won't have any trouble. You can check online for factory unlocking iPhone 5.